| 书目名称 | Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures | | 编辑 | Greg N. Gregoriou (Professor of Finance, Research | | 视频video | http://file.papertrans.cn/344/343016/343016.mp4 | | 图书封面 |  | | 描述 | 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. | | 出版日期 | Book 2011 | | 关键词 | asset pricing; calculus; dynamics; econometrics; futures; liquidity; methods; regression; regression analysi | | 版次 | 1 | | doi | https://doi.org/10.1057/9780230298101 | | isbn_softcover | 978-1-349-32890-1 | | isbn_ebook | 978-0-230-29810-1 | | copyright | Palgrave Macmillan, a division of Macmillan Publishers Limited 2011 |
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