Information spillover effect and autoregressive conditional duration models
Auteur :
Liu, Xiangli / Liu, Yanhui / Hong, Yongmiao / Wang, Shouyang
Éditeur :
Taylor & Francis Ltd
ISBN :
9780415721684
Date de publication :
3 juil. 2014
Dimensions :
23,4 x 15,6 cm
Poids :
580 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.