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Financial econometrics modeling : market microstructure, factor models and financial risk measures

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47348] Title Information:	market microstructure, factor models and financial risk measures
[NT 47261] Author:	GregoriouGreg N.,
[NT 47353] Alternative Intellectual Responsibility:	PascalauRazvan,
[NT 47351] Place of Publication:	Basingstoke, Hampshire
[NT 47263] Published:	Palgrave Macmillan;
[NT 47352] Year of Publication:	c2010
[NT 47264] Description:	xxii, 257 p.ill. : 23 cm.;
[NT 47266] Subject:	Econometrics. -
[NT 47266] Subject:	Finance - Mathematical models. -
[NT 47266] Subject:	Financial risk management - Mathematical models. -
[NT 47265] Notes:	Includes bibliographical references and index.
[NT 50961] ISBN:	0-230-28362-4bound
[NT 50961] ISBN:	9780230283626bound

Financial econometrics modeling : market microstructure, factor models and financial risk measures
Gregoriou, Greg N.

Financial econometrics modeling : market microstructure, factor models and financial risk measures / edited by Greg N. Gregoriou, Razvan Pascalau - Basingstoke, Hampshire : Palgrave Macmillan, c2010. - xxii, 257 p. ; ill. ; 23 cm..
Includes bibliographical references and index..
ISBN 0-230-28362-4ISBN 9780230283626
Econometrics.Finance - Mathematical models.Financial risk management - Mathematical models.

Pascalau, Razvan

Financial econometrics modeling : market microstructure, factor models and financial risk measures
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