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Econometrics of financial markets / John Y. Campbell, Andrew W. Lo and A. Craig MacKinlay

By:

Campbell, John Y

Contributor(s):

Material type: Text

TextPublication details: Princeton Princeton University Press 1997Description: 611 p. ill. ; 24 cmISBN:

0691043019 (cloth : acidfree paper)

Subject(s):

DDC classification:

332.09414 CAM-J

LOC classification:

HG4523 .C27 1997

Online resources:

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Shelving location	Call number	Copy number	Status	Date due	Barcode	Item holds
Books	BITS Pilani Hyderabad	330	General Stack (For lending)	332.09414 CAM-J (Browse shelf(Opens below))	USD 132.00.	Available		48951

Total holds: 0

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.

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