"synopsis" may belong to another edition of this title.
- competing financial market hypotheses;
- degree of persistence of financial market risk;
- time - frequency and time - scale analysis of financial market risk;
- chaos and other nonunique equilibrium processes;
- consequences for term structure analysis.
This important book challenges the conventional statistical ergodicity paradigm of global financial market risk analysis. As such it will be of great interest to students, academics and researchers involved in financial economics, international finance and business. It will also appeal to professionals in international banking institutions.
"About this title" may belong to another edition of this title.
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Book Description paperback. Condition: New. Language: ENG. Seller Inventory # 9780415771139
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Book Description Paperback. Condition: Brand New. new edition edition. 492 pages. 9.20x6.20x1.20 inches. In Stock. Seller Inventory # __0415771137
Book Description Einband - flex.(Paperback). Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Cornelis A. Los is Associate Professor of Finance at Kent State University, USA. In the past he has been a Senior Economist of the Federal Reserve Bank of New York and of Nomura Research Institute (America), Inc., and Chief Economist of ING Bank, New York. Seller Inventory # 594666251
Book Description Condition: New. New. In shrink wrap. Looks like an interesting title! 1.89. Seller Inventory # Q-0415771137