Razvan Pascalau

4 published titles

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

(Contributor)

1 edition

Nonlinear financial econometrics : Markhov switching models, persistence and nonlinear cointegration

(Contributor)

1 edition

Nonlinear financial econometrics. Forecasting models, computational and Bayesian models

(Contributor)

1 edition

Financial econometrics modeling : derivatives pricing, hedge funds and term structure models

(Contributor)

1 edition