The econometrics of financial markets [Texte imprimé] / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Monographie imprimée

Main Author: Campbell, John Y.Coauthor: Lo, Andrew Wen-Chuan;McKinlay, Archie CraigLanguage: 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 économétriques
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Prêt normal BU Chevreul
2ème étage : Economie
Economie et gestion 332.015 CAM (Browse shelf (Opens below)) Available 0377920264
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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

9780691043012

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