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Financial Econometrics Modeling

Financial Econometrics Modeling

 

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Editorial:
Springer Nature B.V.
Año de edición:
2011
Materia
Finanzas
ISBN:
9780230283626

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Sobre IBD

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.

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