Dynamic asset-pricing models

著者

    • Lo, Andrew W.

書誌事項

Dynamic asset-pricing models

edited by Andrew W. Lo

(An Elgar reference collection)(The international library of financial econometrics, 3)

Edward Elgar, c2007

大学図書館所蔵 件 / 51

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注記

"Wherever possible, the articles in these volumes have beeen reproduced as originally publishded using facsimile reproduction, inclusive of footnotes and pagination to faciliate ease of reference"- -added t.p. verso

Includes bibliographical references and index

内容説明・目次

内容説明

This major collection presents a careful selection of the most important published articles in the field of financial econometrics. Starting with a review of the philosophical background, the collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, market microstructure, Bayesian methods and other statistical tools. Andrew Lo - one of the world's leading financial economists - has written an authoritative introduction, which offers a comprehensive overview of the subject and complements his selection.

「Nielsen BookData」 より

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詳細情報

  • NII書誌ID(NCID)
    BA82226202
  • ISBN
    • 9781847202642
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Cheltenham
  • ページ数/冊数
    xix, 639 p.
  • 大きさ
    25 cm
  • 親書誌ID
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