Click Here to Download: https://ouo.io/EMZwAi Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures By: G. Gregoriou Publisher: Palgrave Macmillan Print ISBN: 9780230283626, 0230283624 eText ISBN: 9780230298101, 0230298109 Copyright year: 2011 Format: PDF Available from $ 139.00 USD SKU 9780230298101 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.
