{"product_id":"9780230283626","title":"Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures","description":"\u003ch1\u003eFinancial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures\u003c\/h1\u003e \u003ch2\u003eGregoriou, G.; Pascalau, R.\u003c\/h2\u003e \u003cp\u003eThis 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.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Palgrave Macmillan\u003c\/p\u003e \u003cp\u003ePublication Date: 2010-12-14\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9780230283626\u003c\/p\u003e \u003cp\u003eDOI: 10.1057\/9780230298101\u003c\/p\u003e \u003cp\u003eDimensions: 229cm x152cm\u003c\/p\u003e \u003cp\u003ePages: 257\u003c\/p\u003e ","brand":"Palgrave Macmillan UK","offers":[{"title":"Default Title","offer_id":47431419920524,"sku":"9780230283626","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780230283626.jpg?v=1775887798","url":"https:\/\/lateknightbooks.com\/products\/9780230283626","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}