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Financial econometrics modeling [electronic resource] : market microstructure, factor models and financial risk measures /

by Gregoriou, Greg N; Pascalau, Razvan; ProQuest (Firm).
Material type: materialTypeLabelBookPublisher: Basingstoke, Hampshire [England] : Palgrave Macmillan, 2011Description: xxii, 257 p. : ill.ISBN: ; .Subject(s): Econometrics | Finance -- Mathematical models | Electronic booksOnline resources: Click to View
Contents:
pt. 1. Market microstructure dynamics -- pt. 2. Factor models and financial risk measures.
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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.

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