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.
Read More
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.
Read Less
Add this copy of Financial Econometrics Modeling: Market Microstruc to cart. $82.16, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2011 by Palgrave MacMillan.
Add this copy of Financial Econometrics Modeling: Market Microstruc to cart. $82.16, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2010 by Palgrave Macmillan.
Add this copy of Financial Econometrics Modeling: Market Microstruc to cart. $83.00, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2011 by Palgrave MacMillan.
Add this copy of Financial Econometrics Modeling: Market Microstruc to cart. $83.00, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2010 by Palgrave Macmillan.
Add this copy of Financial Econometrics Modeling: Market Microstruc to cart. $99.61, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2011 by Palgrave MacMillan.
