The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
| Material Type | Books |
|---|---|
| Publication | Princeton, N.J. : Princeton University Press , c1997 |
| Language | English |
| Size | xviii, 611 p. : ill. ; 24 cm |
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| Notes | Bibliography: p. 541-585 Includes indexes |
|---|---|
| Authors | *Campbell, John Y. Lo, Andrew W. Mackinlay, Archie Craig |
| Subjects | LCSH:Capital market -- Econometric models All Subject Search |
| Classification | NDC9:338.1 LCC:HG4523 DC20:332/.09414 |
| ID | TT20115330 |
| ISBN | 0691043019 |
| NCID | BA29416707 |
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