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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures / edited by Greg N. Gregoriou, Razvan Pascalau

Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: SpringerLink Bücher | Springer eBook Collection Palgrave Economics & Finance Collection | Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013Publisher: London : Palgrave Macmillan, 2011Description: Online-Ressource (XXII, 257 p, online resource)ISBN:
  • 9780230298101
Subject(s): Additional physical formats: 9781349328901 | Erscheint auch als: 978-1-349-32890-1 Druck-Ausgabe | Printed edition: 9781349328901 LOC classification:
  • HD61
DOI: DOI: 10.1057/9780230298101Online resources: Summary: This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures marketsPPN: PPN: 1657436314Package identifier: Produktsigel: ZDB-1-PEO | ZDB-2-PEF | ZDB-2-SEB | ZDB-2-SXEF
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