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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

Authors :
Greg N. Gregoriou
Razvan Pascalau
Source :
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Publication Year :
2011
Publisher :
Palgrave Macmillan UK, 2011.

Subjects

Subjects :
Business statistics
Financial economics
Financial risk
Financial risk management
Financial modeling
Financial system
Business
Market microstructure
Financial econometrics
Value at risk
Factor analysis

Details

Database :
OpenAIRE
Journal :
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Accession number :
edsair.doi...........192b636e6e825ebef3cd874881205537
Full Text :
https://doi.org/10.1057/9780230298101
Full Text Access
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