Econometrics of financial markets (Record no. 80716)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00829nam a2200145Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 978-0691043012 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Campbell J.Y; Lo A.W; Mackinlay A.C. |
| 245 ## - TITLE STATEMENT | |
| Title | Econometrics of financial markets |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 1997 |
| Name of publisher, distributor, etc. | Princeton University Press |
| Place of publication, distribution, etc. | New Jersey |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xviii,611p |
| Other physical details | 24 cm; Hard Bound |
| 500 ## - GENERAL NOTE | |
| General note | $57 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Capital market-Econometric models |
| -- | Econometrics |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Total Checkouts | Total Renewals | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | 25/03/2010 | 3 | 2 | 332.09414 CAM | 19996 | 10/01/2018 | 17/08/2017 | 21/06/2019 | Books |