Financial Econometrics and Empirical Market Microstructure

Financial Econometrics and Empirical Market Microstructure edition is a collection of research papers emerged as an outcome of the Perm Winter School conferences. Perm Winter School takes place in Perm (Russia) and focuses on advanced issues of risk management and financial markets modeling. The...

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Chi tiết về thư mục
Những tác giả chính: Bera, Anil K., Ivliev, Sergey, Lillo, Fabrizio
Định dạng: Sách
Ngôn ngữ:English
Được phát hành: Springer 2015
Những chủ đề:
Truy cập trực tuyến:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/56265
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Miêu tả
Tóm tắt:Financial Econometrics and Empirical Market Microstructure edition is a collection of research papers emerged as an outcome of the Perm Winter School conferences. Perm Winter School takes place in Perm (Russia) and focuses on advanced issues of risk management and financial markets modeling. The school is organized by Prognoz and Perm State University and endorsed by Professional Risk Managers’ International Association (PRMIA). Every winter it brings together leading experts from academia and industry professionals in a 3-day program covering latest empirical research, theoretical models, and industry best practice. The four past schools have attracted more than 600 participants from 12 countries. More than 2,000 people were able to join free online broadcasting. The editors would like to thank Prognoz company and Prof. Dr. Dmitry Andrianov for generous support of this edition.