Financial Market Risk

Financial Market Risk

Forfatter: Cornelis Los
Forlag: Taylor & Francis
Udgave: 1
Udgivelsesdato: 2003
ISBN: 0415771137

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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 markets,

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