Market microstructure, factor models and financial risk measures

著者

• Gregoriou, Greg N.
• Pascalau, Razvan

書誌事項

Market microstructure, factor models and financial risk measures

edited by Greg N. Gregoriou and Razvan Pascalau

（Financial econometrics modeling）

Palgrave Macmillan, 2011

• : hardback

注記

Includes bibliographical references and index

詳細情報

• NII書誌ID(NCID): BB04950727
• ISBN:
  • 9780230283626
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Basingstoke
• ページ数/冊数: xxii, 257 p.
• 大きさ: 23 cm
• 分類:
  • DC22 : 332.015195
• 件名:
  • LCSH : Econometrics
  • LCSH : Finance -- Mathematical models
  • LCSH : Financial risk management -- Mathematical models
• 親書誌ID:
  • BB05535210