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
Spremljeno u:
| Glavni autori: | , , |
|---|---|
| Format: | Livre papier |
| Jezik: | Anglais |
| Izdano: |
Princeton (N.J.) :
Princeton university press
C 1997.
|
| Izdanje: | Second printing, with corrections. |
| Teme: | |
| 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 |
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| 001 | 154500 | ||
| 008 | 971008t19971997xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN004241681 | ||
| 020 | |a 0691043019 (relié) | ||
| 020 | |a 9780691043012 (relié) | ||
| 024 | |a 9780691043012 | ||
| 041 | 0 | |a eng | |
| 080 | |a 33 | ||
| 082 | |a 330 | ||
| 084 | |a K.1 | ||
| 084 | |a G.m | ||
| 100 | 1 | |a Campbell, John Y., |d 1958- | |
| 245 | 1 | 0 | |a The econometrics of financial markets |c John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. |
| 250 | |a Second printing, with corrections. | ||
| 260 | |a Princeton (N.J.) : |b Princeton university press. | ||
| 260 | |c C 1997. | ||
| 300 | |a 1 volume (XVIII-611 pages) : |b tableaux, graphiques, figures, jaquette illustrée en couleurs ; |c 24 cm. | ||
| 504 | |a Bibliographie pages 541-585. Index | ||
| 520 | |a 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 | ||
| 650 | |a Marché financier |x Modèles économétriques | ||
| 700 | 1 | |a Lo, Andrew Wen-Chuan, |d 1960- |4 aut | |
| 700 | 1 | |a McKinlay, Archie Craig, |d 1955- |4 aut | |
| 776 | 0 | |0 241250587 |t The Econometrics of Financial Markets |f John Y. Campbell, A. Craig MacKinlay, Andrew W. Lo |d 2012 |c Princeton, NJ |n Princeton University Press |z 978-1-4008-3021-3 | |
| 917 | |5 452342102:007840128 |a aaxx | ||
| 997 | |0 154500 |1 Livre papier |a Ressource papier |c 0/Orléans/ |c 1/Orléans/BU Droit, Economie, Gestion/ |z Orléans, BU Droit, Economie, Gestion, PS18590 | ||
| 999 | |5 452342102:007840128 |c BU |d ORLE02 |a D 98-1092 | ||