MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01839pam a2200337 a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
690895 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20240911113810.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
960530s1997 njua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
96027868 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0691043019 (cloth : acidfree paper) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Transcribing agency |
DLC |
| Modifying agency |
DLC |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4523 |
| Item number |
.C27 1997 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.09414 CAM-J |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Campbell, John Y. |
| 245 14 - TITLE STATEMENT |
|---|
| Title |
Econometrics of financial markets / |
| Statement of responsibility, etc. |
John Y. Campbell, Andrew W. Lo and A. Craig MacKinlay |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
Princeton |
| Name of publisher, distributor, etc. |
Princeton University Press |
| Date of publication, distribution, etc. |
1997 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
611 p. |
| Other physical details |
ill. ; |
| Dimensions |
24 cm. |
| 365 ## - TRADE PRICE |
|---|
| Price type code |
USD |
| Price amount |
132.00. |
| 500 ## - GENERAL NOTE |
|---|
| General note |
The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including : the predictability of asset returns, tests of the Random Walk Hyp. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Capital market |
| General subdivision |
Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Business & Economics |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lo, Andrew W. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
MacKinlay, Archie Craig, |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/toc/prin031/96027868.html">http://www.loc.gov/catdir/toc/prin031/96027868.html</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/description/prin021/96027868.html">http://www.loc.gov/catdir/description/prin021/96027868.html</a> |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ocip |
| f |
19 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| 955 ## - COPY-LEVEL INFORMATION (RLIN) |
|---|
| Classification number, CCAL (RLIN) |
pb11 to sa00 05-30-96; sc09 05-31-96; sc17 06-04-96; sc02 to DDC 06-05-96;aa05 06-07-96; CIP ver. pv07 08-26-97; se03; to BCCD 11-01-99 |
| 984 ## - WLN AUTOMATIC HOLDINGS STATEMENT (OCLC) |
|---|
| Holding library identification number |
gsl |
| 952 ## - LOCATION AND ITEM INFORMATION (KOHA) |
|---|
| Withdrawn status |
|
