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The econometrics of financial markets /

Campbell, John Y.

The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. - Princeton, N.J. : Princeton University Press, 2007. - xviii, 611 pages. : ill. ; 24 cm.

Includes bibliographical references (p. 541-585) and indexes.

ISBN: 9788122421699, 8122421695

LCCN: 96027868

Subjects--Topical Terms:
Capital market--Econometric models.

LC Class. No.: HG 4523 / .C27 2007

Dewey Class. No.: 332/.09414

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The econometrics of financial markets /