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1、FinancialEconometricsModeling:MarketMicrostructure,FactorModelsandFinancialRiskMeasuresGregN.GregoriouandRazvanPascalauGREGORIOU-2:“FM”—2010/11/26—15:18—PAGEi—#1AlsobyGregN.GregoriouandRazvanPascalauFINANCIALECONOMETRICSMODELING:DerivativesPricing,Hed
2、geFundsandTermStructureModelsNONLINEARFINANCIALECONOMETRICS:MarkovSwitchingModels,PersistenceandNonlinearCointegrationNONLINEARFINANCIALECONOMETRICS:ForecastingModels,ComputationalandBayesianModelsGregN.GregoriouandRazvanPascalauGREGORIOU-2:“FM”—2010/
3、11/26—15:18—PAGEii—#2FinancialEconometricsModeling:MarketMicrostructure,FactorModelsandFinancialRiskMeasuresEditedbyGregN.GregoriouProfessorofFinance,StateUniversityofNewYork(Plattsburgh)ResearchAssociate,EDHECBusinessSchool,Nice,FranceandRazvanPascal
4、auAssistantProfessorofEconomics,StateUniversityofNewYork(Plattsburgh)GregN.GregoriouandRazvanPascalauGREGORIOU-2:“FM”—2010/11/26—15:18—PAGEiii—#3Selectionandeditorialmatter©GregN.GregoriouandRazvanPascalau2011Individualchapters©respectivecontributors2
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7、damages.TheauthorshaveassertedtheirrightstobeidentifiedastheauthorsofthisworkinaccordancewiththeCopyright,DesignsandPatentsAct1988.Firstpublishedin2011byPALGRAVEMACMILLANPalgraveMacmillanintheUKisanimprintofMacmillanPublishersLimited,registeredinEnglan
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