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Financial econometrics modeling market microstructure, factor models and financial risk measures / [electronic resource] : edited by Greg N. Gregoriou and Razvan Pascalau. - Basingstoke, Hampshire [England] : Palgrave Macmillan, 2011. - xxii, 257 p. : ill.

Includes bibliographical references and index.

pt. 1. Market microstructure dynamics -- pt. 2. Factor models and financial risk measures.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

ISBN:

Subjects--Topical Terms:
Econometrics.
Finance--Mathematical models.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HB141 / .F56 2011