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The econometrics of financial markets

By: Campbell, John Y.
Contributor(s): Lo, Andrew W | MacKinlay, A. Craig.
Material type: materialTypeLabelBookPublisher: New Delhi : New Age International Publishers, ©2007Description: xviii, 611 p. : ill. ; 24 cm.ISBN: 9788122421699.Subject(s): Capital market -- Econometric modelsOnline resources: Table of contents | Publisher description
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Economics 332.0414 CAM-E (Browse shelf) Available 007616
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Includes bibliographical references (p. 541-585) and indexes.

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