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Financial econometrics modeling : market microstructure, factor models and financial risk measures / edited by Greg N. Gregoriou and Razvan Pascalau.

Contributor(s): Gregoriou, Greg N, 1956- | Pascalau, Razvan.
Publisher: Houndmills, Basingstoke ; New York : Palgrave Macmillan, 2011Description: xxii, 257 p. : ill. ; 24 cm.ISBN: 9780230283626 (hbk.); 0230283624 (hbk.).Subject(s): Econometrics | Finance -- Mathematical models | Financial risk management -- Mathematical models | Finance -- Econometric modelsDDC classification: 332.015195
Item type Current location Call number Copy number Status Notes Date due Barcode
Main Collection Taylor's Library-TU
332.015195 FIN 2011 (Browse shelf) 1 Available TBSxx,34006,03,CL 5000127462

Includes bibliographical references and index.