000 01839pam a2200337 a 4500
001 690895
005 20240911113810.0
008 960530s1997 njua b 001 0 eng
010 _a 96027868
020 _a0691043019 (cloth : acidfree paper)
040 _aDLC
_cDLC
_dDLC
050 0 0 _aHG4523
_b.C27 1997
082 0 0 _a332.09414 CAM-J
100 1 _aCampbell, John Y.
245 1 4 _aEconometrics of financial markets /
_cJohn Y. Campbell, Andrew W. Lo and A. Craig MacKinlay
260 _aPrinceton
_bPrinceton University Press
_c1997
300 _a611 p.
_bill. ;
_c24 cm.
365 _aUSD
_b132.00.
500 _aThe 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 _aCapital market
_xEconometric models.
650 0 _aBusiness & Economics
650 0 _aFinance
700 1 _aLo, Andrew W.
700 1 _aMacKinlay, Archie Craig,
856 4 1 _3Table of contents
_uhttp://www.loc.gov/catdir/toc/prin031/96027868.html
856 4 2 _3Publisher description
_uhttp://www.loc.gov/catdir/description/prin021/96027868.html
906 _a7
_bcbc
_corignew
_d1
_eocip
_f19
_gy-gencatlg
942 _2ddc
955 _apb11 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 _agsl
999 _c92547
_d92547