Tags
Language
Tags
August 2025
Su Mo Tu We Th Fr Sa
27 28 29 30 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
31 1 2 3 4 5 6
    Attention❗ To save your time, in order to download anything on this site, you must be registered 👉 HERE. If you do not have a registration yet, it is better to do it right away. ✌

    ( • )( • ) ( ͡⚆ ͜ʖ ͡⚆ ) (‿ˠ‿)
    SpicyMags.xyz

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

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

    Greg N. Gregoriou, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures"
    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.