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Econometrics of Financial Markets

Autor: Campbell, John Y.; Lo, Andrew W.; MacKinlay, A. Craig

Disponibilitate: LIVRARE IN 2-4 SAPTAMANI (produsul este livrat din Marea Britanie)


391,99 RON
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.

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AutorCampbell, John Y.; Lo, Andrew W.; MacKinlay, A. Craig
EdituraPrinceton University Press
Dimensiuni244 x 168 x 41
Data Publicarii09/12/1996
Numar pagini632
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Recenzati:Econometrics of Financial Markets
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