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Financial econometrics modeling : market microstructure, factor models and financial risk measures / edited by Greg N. Gregoriou and Razvan Pascalau.

Contributor(s): Gregoriou, Greg N, 1956- | Pascalau, Razvan.
Material type: materialTypeLabelBookCall no.: HB141 .F565 2011Publication: Basingstoke, England : Palgrave Macmillan, 2011Description: xxii, 257 p. : ill.ISBN: 0230283624 (hbk.); 9780230283626 (hbk.).Subject(s): Econometrics | Finance -- Mathematical models | Financial risk management -- Mathematical models
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Includes bibliographical references and index.

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