Econometrics of financial markets
Campbell J.Y; Lo A.W; Mackinlay A.C.
Econometrics of financial markets - New Jersey Princeton University Press 1997 - xviii,611p 24 cm; Hard Bound
$57
This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including the predictability of asset returns, tests of the random walk hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage.
978-0691043012
Capital market-Econometric models
Econometrics
Econometrics of financial markets - New Jersey Princeton University Press 1997 - xviii,611p 24 cm; Hard Bound
$57
This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including the predictability of asset returns, tests of the random walk hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage.
978-0691043012
Capital market-Econometric models
Econometrics