Financial econometrics modeling : market microstructure, factor models and financial risk measures :: ISBN 9780230283626 :: Palgrave Macmillan 2011 :: OBNB, the Open British National Bibliography

Publication Data

Title Financial econometrics modeling : market microstructure, factor models and financial risk measures
Contributors Greg N. Gregoriou, Razvan Pascalau
Publisher Palgrave Macmillan
Publication date 2011
Publication location Houndmills, Basingstoke
Language English

Topics

Econometrics
Finance :: Mathematical models
015623279

Catalogue Data

OBNB ID GBB094978
ISBN 10 0230283624
ISBN 13 9780230283626
Type BibliographicResource, Book
Dewey Classification 332.015195

ISBD

P1053 xxii, 257 p.
P1042 Includes bibliographical references and index.

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Financial econometrics modeling : market microstructure, factor models and financial risk measures. ISBN 9780230283626. Published by Palgrave Macmillan in 2011. Publication and catalogue information, links to buy online and reader comments.