{"product_id":"financial-econometrics-modeling-g-gregoriou-9780230283626","title":"Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e G. Gregoriou\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0230283624\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780230283626\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Palgrave MacMillan\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/14\/2010\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 257\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.05lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 8.50h x 5.40w x 0.80d","brand":"G. Gregoriou","offers":[{"title":"Hardcover","offer_id":44245034205439,"sku":"9780230283626","price":109.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_ff5c9c89-4695-475c-a319-26e9d5f27106.jpg?v=1693925743","url":"https:\/\/www.whiterainbookhouse.com\/products\/financial-econometrics-modeling-g-gregoriou-9780230283626","provider":"WR Book House","version":"1.0","type":"link"}