{"product_id":"financial-econometrics-modeling-g-gregoriou-9781349328901","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 1349328901\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781349328901\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Palgrave MacMillan\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 01\/01\/2011\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 257\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.91lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.63d","brand":"G. Gregoriou","offers":[{"title":"Paperback","offer_id":44201864495359,"sku":"9781349328901","price":109.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_5cd791a7-92e8-4232-945b-28fa4079789a.jpg?v=1691491872","url":"https:\/\/www.whiterainbookhouse.com\/products\/financial-econometrics-modeling-g-gregoriou-9781349328901","provider":"WR Book House","version":"1.0","type":"link"}