Financial Econometrics Modeling: Market Microstructure, Factor Mode...
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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

G. Gregoriou, R. Pascalau


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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.

About the book
Author
G.  Gregoriou , R.  Pascalau
Imprint
Palgrave Macmillan
Collection
n.c
Publication date
2010-12-13
Pages
257 pages
Print ISBN
9781349328901
Language
English
Ebook informations
EAN PDF
9780230298101
Price
£89.50
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Copy count 2
Print count 25
File size 2652 Ko
Ce livre est accessible aux handicaps   Informations accessibility
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About author(s)


Defaut-Illustration G. Gregoriou
Defaut-Illustration R. Pascalau

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