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Financial Market Risk: Measurement Analysis (Routledge International Studies in Money and Banking)
Financial Market Risk Measurement Analysis - Routledge International Studies in Money and Banking
Author: Cornelis A. Los
This new book uses advanced signal processing technology to measure and analyze risk phenomena of the financial markets. It explains how to scientifically measure, analyze and manage non-stationarity and long-term time dependence (long memory) of financial market returns. It studies, in particular, financial crises in persistent financial market...  more »
ISBN-13: 9780415278669
ISBN-10: 041527866X
Publication Date: 7/28/2003
Pages: 460
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Publisher: Routledge
Book Type: Hardcover
Members Wishing: 0
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