The econometrics of financial markets

Author(s)

• Campbell, John Y.
• Lo, Andrew W.
• Mackinlay, Archie Craig

Bibliographic Information

The econometrics of financial markets

John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay

Princeton University Press, c1997

• : cloth

Note

Bibliography: p. 541-585

Includes indexes

"2nd printing, with corrections, 1997" -- on t.p. verso of 2nd printing

Details

• NCID: BA29416707
• ISBN:
  • 0691043019
• LCCN: 96027868
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton, N.J.
• Pages/Volumes: xviii, 611 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.1
  • LCC : HG4523
  • DC20 : 332/.09414
  • DC21 : 332
• Subject Headings:
  • LCSH : Capital market -- Econometric models