Econometrics of financial markets
Material type: TextPublication details: 1997 Princeton University Press New JerseyDescription: xviii,611p 24 cm; Hard BoundISBN:- 978-0691043012
Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Books | H.T. Parekh Library | GSB Collection | 332.09414 CAM (Browse shelf(Opens below)) | Available | 19996 |
$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.
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