TY  - BOOK
AU  - Campbell,John Y.
AU  - Lo,Andrew W.
AU  - MacKinlay,Archie Craig
TI  - Econometrics of financial markets
SN  - 0691043019 (cloth : acidfree paper)
AV  - HG4523 .C27 1997
U1  - 332.09414 CAM-J 
PY  - 1997///
CY  - Princeton
PB  - Princeton University Press
KW  - Capital market
KW  - Econometric models
KW  - Business & Economics
KW  - Finance
N1  - 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
UR  - http://www.loc.gov/catdir/toc/prin031/96027868.html
UR  - http://www.loc.gov/catdir/description/prin021/96027868.html
ER  -