The econometrics of financial markets

By: Campbell, John YContributor(s): Lo, Andrew W | MacKinlay, A. CraigLanguage: English Language Publication details: Princeton, N.J. : Princeton University Press, 1997Description: xviii, 611p : ill. ; 24 cmISBN: 0691043019Subject(s): Capital market-Econometric models | Capital marketDDC classification: 332
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