Information Spillover Effect and Autoregressive Conditional Duration Models - Yanhui Liu,Shouyang Wang,Xiangli Liu,Yongmiao Hong
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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.
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Description
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.
More Information
| Author | Yanhui Liu, Shouyang Wang, Xiangli Liu, Yongmiao Hong |
|---|---|
| Publisher | Taylor & Francis |
| Release year | 2014 |
| Cover type | Hardcover |
| EAN | 9780415721684 |