Financial Market Risk: Measurement and Analysis
ISBN: 9780429242229
Platform/Publisher: Taylor & Francis / Routledge
Digital rights: Users: Unlimited; Printing: Unlimited; Download: Unlimited
Subjects: Economics Finance Business & Industry; Economics Finance and Accounting; Finance; Insurance;

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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