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The econometrics of financial markets

Campbell, John Y.

The econometrics of financial markets / by Campbell, John Y. ; Lo, Andrew W. ; MacKinlay, A. Craig - Princeton, N.J. Princeton University Press 1997 - xviii, 611p. ill. 24 cm.

ISBN: 0691043019

Subjects--Topical Terms:
Capital market-Econometric models
Capital market

Dewey Class. No.: 332 / CAM

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