VU Boekhandel

Information Spillover Effect and Autoregressive Conditional Duration Models

Hoofdkenmerken

Auteur:	Liu, Xiangli
Titel:	Information Spillover Effect and Autoregressive Conditional Duration Models
Uitgever:	Taylor & Francis Ltd
ISBN:	9780415721684
ISBN boekversie:	9781317667650
Serie:	Routledge Advances in Risk Management
Land van oorsprong:	United Kingdom
Prijs:	€ 268,20
Verschijningsdatum:	03-07-2014
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Categorie:	Business strategy
Geillustreerd:	43 Tables, black and white; 26 Line drawings, black and white; 26 Illustrations, black and white

Technische kenmerken

Verschijningsvorm:	Hardback
Paginas:	210
Hoogte mm.:	244
Breedte mm.:	163
Dikte mm.:	20
Gewicht gr.:	494

Inhoud:

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.