The econometrics of financial markets
This graduate-level textbook covers the entire spectrum of empirical finance. Each chapter develops statistical techniques within the context of a particular financial application, includes a discussion of recent empirical evidence, and problems
Guardat en:
| Autors principals: | , , |
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| Format: | Livre papier |
| Idioma: | Anglais |
| Publicat: |
Princeton (N.J.) :
Princeton university press
C 1997.
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| Edició: | Second printing, with corrections. |
| Matèries: | |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • The Econometrics of Financial Markets, John Y. Campbell, A. Craig MacKinlay, Andrew W. Lo, 2012, Princeton, NJ, Princeton University Press, 978-1-4008-3021-3 |
| Sumari: | This graduate-level textbook covers the entire spectrum of empirical finance. Each chapter develops statistical techniques within the context of a particular financial application, includes a discussion of recent empirical evidence, and problems |
|---|---|
| Descripció física: | 1 volume (XVIII-611 pages) : tableaux, graphiques, figures, jaquette illustrée en couleurs ; 24 cm. |
| Bibliografia: | Bibliographie pages 541-585. Index |
| ISBN: | 0691043019 (relié) 9780691043012 (relié) |