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The econometrics of financial markets

Campbell, John Y.

The econometrics of financial markets John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. - New Delhi : New Age International Publishers, ©2007. - xviii, 611 p. : ill. ; 24 cm.

Includes bibliographical references (p. 541-585) and indexes.

ISBN: 9788122421699

LCCN: 96027868

Subjects--Topical Terms:
Capital market--Econometric models.

LC Class. No.: HG4523 / .C27 1997

Dewey Class. No.: 332.0414 / CAM-E

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