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,
| ISBN: | 9781134469314 |
| Publication date: | 24th July 2003 |
| Author: | Los, Cornelis |
| Publisher: | Taylor and Francis |
| Format: | Ebook |
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.
Paperback, Ebook. £22.99. Not Available.
Financial Market Risk was written by Los, Cornelis and published by Taylor and Francis
£22.99. Not Available.