Library of Ken Walker International University

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The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay.

By: Campbell, John YContributor(s): Lo, Andrew W. (Andrew Wen-Chuan) | MacKinlay, Archie Craig, 1955-Material type: TextTextPublisher: Princeton, N.J. : Princeton University Press, c1997Description: xviii, 611 p. : ill. ; 24 cmISBN: 0691043019 (cloth : acidfree paper)Subject(s): Capital market -- Econometric models | Finances | კაპიტალური ბაზარი, ეკონომიკური მოდელები | ფინანსებიDDC classification: 332/.09414 LOC classification: HG4523 | .C27 1997Online resources: Table of contents | Publisher description
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Includes bibliographical references (p. 541-585) and indexes.

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