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language: english
Publisher: TAYLOR & FRANCIS LTD, July of 2014 ‧
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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.

Information Spillover Effect And Autoregressive Conditional Duration Models

by Yanhui Liu, Yongmiao (Cornell University, U.S.A.) Hong, Xiangli (Central University Of Finance And Economics, China) Liu e Shouyang (Chinese Academy Of Sciences, China) Wang

Property Description
ISBN: 9780415721684
Publisher: TAYLOR & FRANCIS LTD
Release Date: July of 2014
Language: English
Dimensions: 156 x 234 x 20 mm
Cover: Hardcover
Pages: 210
Format: Book
Collection: Routledge Advances In Risk Management
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9780415721684