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This book discusses market microstructure environment within the context of the global financial crisis and investigates the recent econometric tools toimprove financial markets dynamics in calm and turbulent times. In the first part, the market microstructure theory is examined and the main microstructure models and hypotheses are discussed. In particular, contributors focus on themain effects of the financial downturn through an examination of marketmicrostructure dynamics, the limitations associated with standard microstructure models and the investigation of ways to improve such models.
Interestingly, promising analyses based on recent high-frequency data and sophisticated models discuss new regulations, and recent developments for financial markets are provided in order to improve the understating of market microstructure evolution. As for the second part, this book focuses on Nonlinear Dynamics. Through interesting contributions concerning stock markets, exchange rate and bond markets, authors propose several new specifications to improve the modelling of key financial variables such as return, risk premium, risk, etc. Also, this part provides interesting explanations of the effects and the consequences of high-level linkages between financial markets. Finally, while analyzing the effect of the recent global financial crisis and the reaction function of investors, markets and institutions, authors specify the appropriate way to better forecast financial markets dynamics and improve investment and financial decisions. For both parts, well-known experts on market microstructure and nonlinear econometrics contribute to the chapters in the book.
This book is strongly recommended for academic researchers, students and quantitative practitioners.
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Buchbeschreibung Hardcover. Zustand: new. Bestandsnummer des Verkäufers 9783319052113
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Buchbeschreibung Zustand: New. Bestandsnummer des Verkäufers ABLIING23Mar3113020086975
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Buchbeschreibung Zustand: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Bestandsnummer des Verkäufers ria9783319052113_lsuk
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Buchbeschreibung Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners. 328 pp. Englisch. Bestandsnummer des Verkäufers 9783319052113
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Buchbeschreibung Gebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Examines the market microstructure dynamics to understand effects of financial downturnProvides information and analysis of new financial regulationsHelps to define optimal investment strategiesA definitive volume with contributions . Bestandsnummer des Verkäufers 4497215
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Buchbeschreibung Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners. Bestandsnummer des Verkäufers 9783319052113
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