Financial Market Risk
Author | : Cornelis Los |
Publisher | : Routledge |
Total Pages | : 513 |
Release | : 2003-07-24 |
ISBN-10 | : 9781134469314 |
ISBN-13 | : 1134469314 |
Rating | : 4/5 (314 Downloads) |
Download or read book Financial Market Risk written by Cornelis Los and published by Routledge. This book was released on 2003-07-24 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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,