The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
Princeton, New Jersey : Princeton university press, cop. 1997
1 vol (XVIII-611 p.) : ill., jaquette ill. en coul. ; 24 cm
0-691-04301-9
978-0-691-04301-2
Bibliogr. p. 541-585. Index.
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
Campbell, John Y.
Lo, Andrew Wen-Chuan
McKinlay, Archie Craig
Marché financier -- Modèles économétriques
Princeton, New Jersey : Princeton university press, cop. 1997
1 vol (XVIII-611 p.) : ill., jaquette ill. en coul. ; 24 cm
0-691-04301-9
978-0-691-04301-2
Bibliogr. p. 541-585. Index.
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
Campbell, John Y.
Lo, Andrew Wen-Chuan
McKinlay, Archie Craig
Marché financier -- Modèles économétriques
| Type de document | Bibliothèque | Fonds | Cote | Code-barre | Prêt | Retour | Statut | Etat | Niveau | Domaine |
|---|---|---|---|---|---|---|---|---|---|---|
| Prêt normal | BU Chevreul | 332.015 CAM | 0377920264 | 2013-05-15 | En rayon | Economie et gestion |
