Campbell, John Y. <br/><br/>
Econometrics of financial markets / 
John Y. Campbell, Andrew W. Lo and A. Craig MacKinlay 
 - Princeton  Princeton University Press  1997 
 - 611 p.  ill. ;  24 cm. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>0691043019 (cloth : acidfree paper) 
<br/><br/><label>LCCN: </label>96027868  
<br/><br/><label>Subjects--Topical Terms: </label><br/>Capital market--Econometric models.<br/>Business & Economics<br/>Finance
<br/><br/><label>LC Class. No.: </label>HG4523  / .C27 1997 
<br/><br/><label>Dewey Class. No.: </label>332.09414 CAM-J