2 Results
00IIE
Cover image for Financial econometrics modeling : market microstructure, factor models and financial risk measures
by 
Gregoriou, Greg N., 1956-
Format: 
Books
Publication Date 
2011
Excerpt: 
methodology / Maria Elvira Mancino and Simona Sanfelici -- Market liquidity, stock characteristics and order
Available: Copies:
Cover image for Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger
by 
Engle, R. F. (Robert F.)
Format: 
Books
Publication Date 
1999
Excerpt: 
estimates and order determination in panels of intercorrelated autoregressive time series / Vidar Hjellvik
Available: Copies: