Financial econometrics modeling
Subtitle: market microstructure, factor models and financial risk measures
By: edited by Greg N. Gregoriou and Razvan Pascalau
Publisher: Palgrave Macmillan
Published: 2011
Place of publication: Basingstoke
Language: eng
Number of pages: 257
ISBN-13: 9780230283626
Subjects: Mathematical models; Econometrics; Financial risk management; Finance
Notes: Includes bibliographical references and index.