Information Spillover Effect and Autoregressive Conditional Duration Models
This book will be of interest to researchers who are interested in comovements among different financial markets and financial market microstructure. Investors and regulation organizations looking to improve risk management will find the book of invaluable use.
juillet 2014, env. 210 pages, Routledge Advances in Risk Management, Anglais
Taylor and Francis
978-0-415-72168-4
Taylor and Francis
978-0-415-72168-4
This book will be of interest to researchers who are interested in comovements among different financial markets and financial market microstructure. Investors and regulation organizations looking to improve risk management will find the book of invaluable use.
juillet 2014, env. 210 pages, Routledge Advances in Risk Management, Anglais
Taylor and Francis
978-0-415-72168-4
Taylor and Francis
978-0-415-72168-4
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