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Information Spillover Effect and Autoregressive Conditional Duration Models
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Information Spillover Effect and Autoregressive Conditional Duration Models

Buch (gebunden)ca. 330.00 CHF
lieferbar in ca. 10-20 Arbeitstagen

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.

Juli 2014, ca. 210 Seiten, Routledge Advances in Risk Management, Englisch
Taylor and Francis
978-0-415-72168-4

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