Join thousands of book lovers
Sign up to our newsletter and receive discounts and inspiration for your next reading experience.
By signing up, you agree to our Privacy Policy.You can, at any time, unsubscribe from our newsletters.
Information Spillover Effect and Autoregressive Conditional Duration Models
part of the Routledge Advances in Risk Management series
- Binding:
- Hardback
- Pages:
- 210
- Published:
- July 2, 2014
- Dimensions:
- 163x244x20 mm.
- Weight:
- 494 g.
Delivery:
2-3 weeks
Expected delivery: November 21, 2024
About Xiangli (Central University of Finance and Economics Liu
View all books by Xiangli (Central University of Finance and Economics LiuDescription of 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.
User ratings of Information Spillover Effect and Autoregressive Conditional Duration Models
Rate this book
In order to rate this book you must be logged in.Others also bought..
Find similar books
The book Information Spillover Effect and Autoregressive Conditional Duration Models can be found in the following categories:
You can, at any time, unsubscribe from our newsletters.
© 2024 Tales
All packages are shipped from our warehouse in the UK.
Company address: Esromgade 15, 3. - 2200 - DK
Registered company number: DK43351621
