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. ISBN: 9780230283626 (hbk.) 0230283624 (hbk.) Subjects--Topical Terms: Econometrics.Finance--Mathematical models.Financial risk management--Mathematical models.Finance--Econometric models. Dewey Class. No.: 332.015195 / FIN 2011