Market Microstructure and Nonlinear Dynamics Keeping Financial Crisis in Context /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Dufrénot, Gilles (Editor), Jawadi, Fredj (Editor), Louhichi, Waël (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Subjects: Finance.; Economics, Mathematical.; Macroeconomics.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.; Quantitative Finance.

This book discusses market microstructure environment within the context of the global financial crisis and investigates the recent econometric tools toimprove financial markets dynamics in calm and turbulent times. In the first part, the market microstructure theory is examined and the main microst...