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

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 ex...

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Bibliographic Details

Corporate Author:	SpringerLink (Online service)
Other Authors:	Gregoriou, Greg N. (Editor), Pascalau, Razvan (Editor)
Format:	eBook
Language:	English
Published:	London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2011.
Subjects:	Finance. Business Finance. Business Mathematics. Econometrics. Macroeconomics/Monetary Economics//Financial Economics. Risk Management. Business enterprises > Finance. Business mathematics. Macroeconomics. Risk management. Electronic books.
Online Access:	Connect to the full text of this electronic book