Financial econometrics and empirical market microstructure

Author(s)

• Bera, Anil K.
• Ivliev, Sergey
• Lillo, Fabrizio

Bibliographic Information

Financial econometrics and empirical market microstructure

Anil K. Bera, Sergey Ivliev, Fabrizio Lillo, editors

Springer, c2015

Note

Includes bibliographical references

Details

• NCID: BB18737557
• ISBN:
  • 9783319099453
• LCCN: 2014956190
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cham
• Pages/Volumes: viii, 284 p.
• Size: 25 cm
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Stock exchanges -- Mathematical models
  • LCSH : Investments -- Mathematical models
  • LCSH : Microfinance