A non-random walk down Wall Street

Author(s)

• Lo, Andrew W.
• MacKinlay, Archie Craig

Bibliographic Information

A non-random walk down Wall Street

Andrew W. Lo, A. Craig MacKinlay

Princeton University Press, c1999

Note

Bibliography: p. 395-415

Includes index

• NCID: BA40627954
• ISBN:
  • 0691057745
• LCCN: 98031390
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton, N.J.
• Pages/Volumes: xxiii, 424 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.1
  • LCC : HG4915
  • DC21 : 332.63/222
• Subject Headings:
  • LCSH : Stocks -- Prices -- Mathematical models
  • LCSH : Random walks (Mathematics)