Search Results for: Financial Econometrics And Empirical Market Microstructure

In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in

The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This b

The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This b

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophist

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new fi