Econometrics of financial markets, the
Auteur :
Campbell, John Y. / Lo, Andrew W. / MacKinlay, A. Craig
Éditeur :
Princeton University Press
ISBN :
9780691043012
Date de publication :
29 déc. 1996
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
992 g
Format :
B315
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.