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The Econometrics of Financial Markets
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Econometric Analysis of Financial Markets
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Market Risk Analysis: Practical Financial Econometrics (Market Risk Analysis)
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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
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Stock Market Logic: A Sophisticated Approach to Profits on Wall Street
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Trading Systems and time series econometric methods for the financial market
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Continuous-Time Methods and Market Microstructure (International Library of Financial Econometrics)
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