Information Spillover Effect and Autoregressive Conditional Duration Models

Name: Information Spillover Effect and Autoregressive Conditional Duration Models
Author: China) Shouyang (Chinese Academy of Sciences Wang

China) Shouyang (Chinese Academy of Sciences Wang, China) Xiangli (Central University of Finance and Economics Liu, Yanhui Liu, U.S.A.) Yongmiao (Cornell University Hong

Taylor & Francis Ltd

Knihu koupíte v 1 e-shopu

Bookshop.cz

5 938 Kč

Není skladem

Do obchodu

Krátký popis

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.

Výběr knih vydavatele Taylor & Francis Ltd