000			01470cam a22003374a 4500
001			16699873
005			20151013135933.0
008			110321s2011 enka b 001 0 eng d
010			_a 2011280084
015			_aGBB094978 _2bnb
016	7		_a015623279 _2Uk
020			_a9780230283626 (hbk.)
020			_a0230283624 (hbk.)
035			_a(OCoLC)ocn655652347
040			_aUKM _cUKM _dYDXCP _dBWX _dMIA _dCDX _dDLC
082	0	4	_aHB141 _b.F55 2011
050	0	0	_a332.01'5195 _222
245	0	0	_aFinancial econometrics modeling : _bmarket microstructure, factor models and financial risk measures / _cedited by Greg N. Gregoriou and Razvan Pascalau.
260			_aHoundmills, Basingstoke ; _aNew York : _bPalgrave Macmillan, _c2011.
300			_axxii, 257 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references and index.
520			_aThis book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.
590			_aoif 16/09/14
591			_aLoan
650		0	_aEconometrics.
650		0	_aFinance _xMathematical models.
650		0	_aFinancial risk management -- Mathematical models.
700	1		_aGregoriou, Greg N., _d1956-
700	1		_aPascalau, Razvan.
942			_2ddc _cBOOK
999			_c1369 _d1369