The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay

Livre

Campbell, John Y. (1958-....). Auteur | Lo, Andrew Wen-Chuan (1960-....). Auteur | McKinlay, Archie Craig (1955-....). Auteur

Edité par Princeton University Press - 1997 - Second printing, with corrections

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

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