Financial Econometrics Modeling Market Microstructure Factor Models

Financial Econometrics Modeling Market Microstructure Factor Models

ID:39712300

大小:2.71 MB

頁數(shù):281頁

時間:2019-07-09

Financial Econometrics Modeling Market Microstructure Factor Models_第1頁
Financial Econometrics Modeling Market Microstructure Factor Models_第2頁
Financial Econometrics Modeling Market Microstructure Factor Models_第3頁
Financial Econometrics Modeling Market Microstructure Factor Models_第4頁
Financial Econometrics Modeling Market Microstructure Factor Models_第5頁
資源描述:

《Financial Econometrics Modeling Market Microstructure Factor Models》由會員上傳分享,免費(fèi)在線閱讀,更多相關(guān)內(nèi)容在學(xué)術(shù)論文-天天文庫。

1、FinancialEconometricsModeling:MarketMicrostructure,FactorModelsandFinancialRiskMeasuresGregN.GregoriouandRazvanPascalauGREGORIOU-2:“FM”—2010/11/26—15:18—PAGEi—#1AlsobyGregN.GregoriouandRazvanPascalauFINANCIALECONOMETRICSMODELING:DerivativesPricing,Hed

2、geFundsandTermStructureModelsNONLINEARFINANCIALECONOMETRICS:MarkovSwitchingModels,PersistenceandNonlinearCointegrationNONLINEARFINANCIALECONOMETRICS:ForecastingModels,ComputationalandBayesianModelsGregN.GregoriouandRazvanPascalauGREGORIOU-2:“FM”—2010/

3、11/26—15:18—PAGEii—#2FinancialEconometricsModeling:MarketMicrostructure,FactorModelsandFinancialRiskMeasuresEditedbyGregN.GregoriouProfessorofFinance,StateUniversityofNewYork(Plattsburgh)ResearchAssociate,EDHECBusinessSchool,Nice,FranceandRazvanPascal

4、auAssistantProfessorofEconomics,StateUniversityofNewYork(Plattsburgh)GregN.GregoriouandRazvanPascalauGREGORIOU-2:“FM”—2010/11/26—15:18—PAGEiii—#3Selectionandeditorialmatter?GregN.GregoriouandRazvanPascalau2011Individualchapters?respectivecontributors2

5、011Allrightsreserved.Noreproduction,copyortransmissionofthispublicationmaybemadewithoutwrittenpermission.Noportionofthispublicationmaybereproduced,copiedortransmittedsavewithwrittenpermissionorinaccordancewiththeprovisionsoftheCopyright,DesignsandPate

6、ntsAct1988,orunderthetermsofanylicencepermittinglimitedcopyingissuedbytheCopyrightLicensingAgency,SaffronHouse,6-10KirbyStreet,LondonEC1N8TS.Anypersonwhodoesanyunauthorizedactinrelationtothispublicationmaybeliabletocriminalprosecutionandcivilclaimsfor

7、damages.Theauthorshaveassertedtheirrightstobeidenti?edastheauthorsofthisworkinaccordancewiththeCopyright,DesignsandPatentsAct1988.Firstpublishedin2011byPALGRAVEMACMILLANPalgraveMacmillanintheUKisanimprintofMacmillanPublishersLimited,registeredinEnglan

8、d,companynumber785998,ofHoundmills,Basingstoke,HampshireRG216XS.PalgraveMacmillanintheUSisadivisionofStMartin’sPressLLC,175FifthAvenue,NewYork,NY10010.PalgraveMacmillanistheglobalacademicimprintoftheabovecompaniesandhascompaniesandrepresentati

當(dāng)前文檔最多預(yù)覽五頁,下載文檔查看全文

此文檔下載收益歸作者所有

當(dāng)前文檔最多預(yù)覽五頁,下載文檔查看全文
溫馨提示:
1. 部分包含數(shù)學(xué)公式或PPT動畫的文件,查看預(yù)覽時可能會顯示錯亂或異常,文件下載后無此問題,請放心下載。
2. 本文檔由用戶上傳,版權(quán)歸屬用戶,天天文庫負(fù)責(zé)整理代發(fā)布。如果您對本文檔版權(quán)有爭議請及時聯(lián)系客服。
3. 下載前請仔細(xì)閱讀文檔內(nèi)容,確認(rèn)文檔內(nèi)容符合您的需求后進(jìn)行下載,若出現(xiàn)內(nèi)容與標(biāo)題不符可向本站投訴處理。
4. 下載文檔時可能由于網(wǎng)絡(luò)波動等原因無法下載或下載錯誤,付費(fèi)完成后未能成功下載的用戶請聯(lián)系客服處理。