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Financial Econometrics Modeling Market Microstructure Factor Models And Financial Risk Measures(1st Edition)

Authors:

G. Gregoriou ,R. Pascalau

financial econometrics modeling market microstructure factor models and financial risk measures 1st edition

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Book details

ISBN: 1349328901, 978-1349328901

Book publisher: Palgrave Macmillan

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Book 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 Markets.

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