| 000 | 00829nam a2200145Ia 4500 | ||
|---|---|---|---|
| 020 | _a978-0691043012 | ||
| 100 | _aCampbell J.Y; Lo A.W; Mackinlay A.C. | ||
| 245 | _aEconometrics of financial markets | ||
| 260 |
_c1997 _bPrinceton University Press _aNew Jersey |
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| 300 |
_axviii,611p _b24 cm; Hard Bound |
||
| 500 | _a$57 | ||
| 520 | _aThis 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 |
_aCapital market-Econometric models _aEconometrics |
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| 942 | _cBK | ||
| 999 |
_c80716 _d80716 |
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