Econometrics of Financial Markets

Campbell John Y. , Lo Andrew , MacKinlay A. Craig

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.
  • Limba : Engleza
  • Data Publicarii : 09 Dec 1996
  • Format : Hardback
  • Numar pagini : 632
  • ISBN : 9780691043012
311.99 Lei
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