1.
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Mea...
by Gregoriou, G., Pascalau, R.
ISBN: 9781349328901
2.
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
by Gregoriou, G., Pascalau, R.
ISBN: 9781349328925
3.
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointeg...
by Gregoriou, G., Pascalau, R.
ISBN: 9781349328949
4.
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
by Gregoriou, G., Pascalau, R.
ISBN: 9781349328963