10% OFF

The Econometrics Of Financial Markets

by John Y. Campbell, A. Craig Mackinlay e Andrew W. Lo
language: english
Publisher: Princeton University Press, December of 1996 ‧
94,63€
10% OFF CARD
free shipping
Sell ​​your book
Covers the 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 Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.

The Econometrics Of Financial Markets

by John Y. Campbell, A. Craig Mackinlay e Andrew W. Lo

Property Description
ISBN: 9780691043012
Publisher: Princeton University Press
Release Date: December of 1996
Language: English
Dimensions: 161 x 242 x 42 mm
Cover: Hardcover
Pages: 632
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9780691043012