000 | 01839pam a2200337 a 4500 | ||
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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 |
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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 |