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: | 9781134469321 |
| 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. It studies, in particular, financial crises in persistent financial markets,
Financial Market Risk is available in Paperback, Ebook
Financial Market Risk was written by Los, Cornelis and published by Taylor and Francis