Tags
Language
Tags
<<
April 2024
Su Mo Tu We Th Fr Sa
31 1 2 3 4 5 6
7 8 9 10 11 12 13
14 15 16 17 18 19 20
21 22 23 24 25 26 27
28 29 30 1 2 3 4
  1. Home
  2. eBooks & eLearning

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures (repost)

Posted By: interes
Date: 19 Feb 2017 21:49:52
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures (repost)

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures by Greg N. Gregoriou
English | 2011 | ISBN: 0230283624 | PDF | 224 pages | 2,7 MB

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.

>>Visit my blog for more eBooks<< | And also can connect to RSS
UPWARDS