Market microstructure, factor models and financial risk measures

Author(s)

• Gregoriou, Greg N.
• Pascalau, Razvan

Bibliographic Information

Market microstructure, factor models and financial risk measures

edited by Greg N. Gregoriou and Razvan Pascalau

（Financial econometrics modeling）

Palgrave Macmillan, 2011

• : hardback

Note

Includes bibliographical references and index

Details

• NCID: BB04950727
• ISBN:
  • 9780230283626
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Basingstoke
• Pages/Volumes: xxii, 257 p.
• Size: 23 cm
• Classification:
  • DC22 : 332.015195
• Subject Headings:
  • LCSH : Econometrics
  • LCSH : Finance -- Mathematical models
  • LCSH : Financial risk management -- Mathematical models
• Parent Bibliography ID:
  • BB05535210