×


 x 

Shopping cart
. Ed(S): Gregoriou, Greg N.; Pascalau, Razvan - Financial Econometrics Modeling - 9780230283626 - V9780230283626
Stock image for illustration purposes only - book cover, edition or condition may vary.

Financial Econometrics Modeling

€ 128.39
FREE Delivery in Ireland
Description for Financial Econometrics Modeling Hardback. 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. Editor(s): Gregoriou, Greg N.; Pascalau, Razvan. Num Pages: 279 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 222 x 140 x 22. Weight in Grams: 476.
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.

Product Details

Format
Hardback
Publication date
2010
Publisher
Palgrave Macmillan United Kingdom
Number of pages
279
Condition
New
Number of Pages
257
Place of Publication
Basingstoke, United Kingdom
ISBN
9780230283626
SKU
V9780230283626
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About . Ed(S): Gregoriou, Greg N.; Pascalau, Razvan
DAVID E. ALLEN Professor of Finance at Edith Cowan University, Perth, Western Australia ROBERT D. BROOKS Professor in the Department of Econometrics and Business Statistics at Monash University, Australia BIDISHA CHAKRABARTY Associate Professor of Finance at the John Cook Business School, Saint Louis University, USA LURION DE MELLO Ph.D student in Economics at Macquarie University in Sydney, Australia DEAN FANTAZZINI ... Read more

Reviews for Financial Econometrics Modeling

Goodreads reviews for Financial Econometrics Modeling


Subscribe to our newsletter

News on special offers, signed editions & more!