Franklin

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

Publication:
Basingstoke : Palgrave Macmillan, 2011.
Format/Description:
Book
xxii, 257 p. : ill. ; 23 cm.
Status/Location:
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Subjects:
Econometrics.
Finance -- Mathematical models.
Financial risk management -- Mathematical models.
Notes:
Includes bibliographical references and index.
Contributor:
Gregoriou, Greg N., 1956-
Pascalau, Razvan.
ISBN:
9780230283626 (hbk.)
0230283624 (hbk.)
OCLC:
697776349