Financial econometrics modeling : market microstructure, factor models and financial risk measures /
edited by Greg N. Gregoriou and Razvan Pascalau.
- Houndmills, Basingstoke ; New York : Palgrave Macmillan, 2011.
- xxii, 257 p. : ill. ; 24 cm.
Includes bibliographical references and index.
9780230283626 (hbk.) 0230283624 (hbk.)
Econometrics.
Finance--Mathematical models.
Financial risk management--Mathematical models.
Finance--Econometric models.
332.015195 / FIN 2011
Includes bibliographical references and index.
9780230283626 (hbk.) 0230283624 (hbk.)
Econometrics.
Finance--Mathematical models.
Financial risk management--Mathematical models.
Finance--Econometric models.
332.015195 / FIN 2011