The elements of financial econometrics

Author(s)

• Fan, Jianqing
• Yao, Qiwei

Bibliographic Information

The elements of financial econometrics

Jianqing Fan, Qiwei Yao

Cambridge University Press, 2017

• : hardback

Note

Includes bibliographical references (p. [366]-374) and indexes

Details

• NCID: BB24449025
• ISBN:
  • 9781107191174
• LCCN: 2016056985
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xii, 381 p.
• Size: 25 cm
• Classification:
  • LCC : HG106
  • DC23 : 332.01/5195
• Subject Headings:
  • LCSH : Finance -- Econometric models
  • LCSH : Capital assets pricing model