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Table of contents (10 chapters)
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Front Matter
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Market Microstructure Dynamics
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Front Matter
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Factor Models and Financial Risk Measures
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Front Matter
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Back Matter
About this book
Editors and Affiliations
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State University of New York (Plattsburgh), USA
Greg N. Gregoriou, Razvan Pascalau
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EDHEC Business School, Nice, France
Greg N. Gregoriou
About the editors
Bibliographic Information
Book Title: Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Editors: Greg N. Gregoriou, Razvan Pascalau
DOI: https://doi.org/10.1057/9780230298101
Publisher: Palgrave Macmillan London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: Palgrave Macmillan, a division of Macmillan Publishers Limited 2011
Hardcover ISBN: 978-0-230-28362-6Published: 14 December 2010
Softcover ISBN: 978-1-349-32890-1Published: 01 January 2011
eBook ISBN: 978-0-230-29810-1Published: 13 December 2010
Edition Number: 1
Number of Pages: XXII, 257
Topics: Risk Management, Business Finance, Business Mathematics, Econometrics, Macroeconomics/Monetary Economics//Financial Economics