The econometrics of financial markets [Texte imprimé] / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Monographie imprimée
Language: anglais.Country: EtatsUnis.Publication : Princeton, New Jersey : Princeton university press, cop. 1997Description: 1 vol (XVIII-611 p.) : ill., jaquette ill. en coul. ; 24 cmISBN: 0-691-04301-9; 978-0-691-04301-2.Dewey: 330Classification: K.1 ; G.mAbstract: 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.Bibliography: Bibliogr. p. 541-585. Index.Subject - Topical Name: Marché financier Modèles économétriquesItem type | Home library | Collection | Call number | Status | Date due | Barcode | Item holds |
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Prêt normal | BU Chevreul 2ème étage : Economie | Economie et gestion | 332.015 CAM (Browse shelf (Opens below)) | Available | 0377920264 |
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
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