Financial Market Risk: Measurement and Analysis
- ISBN-10
- 1134469314
- ISBN-13
- 9781134469314
- Category
- Business & Economics
- Pages
- 496
- Language
- English
- Published
- 2003-07-24
- Publisher
- Routledge
- Author
- Cornelis Los
Description
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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