圖書標籤: microstructure econometrics Financial
发表于2024-11-27
Financial Econometrics Modeling pdf epub mobi txt 電子書 下載 2024
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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Financial Econometrics Modeling pdf epub mobi txt 電子書 下載 2024