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The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay.

By: Contributor(s): Material type: TextTextPublication details: Princeton, N.J. : Princeton University Press, c2007.Description: xviii, 611 p. : ill. ; 24 cmISBN:
  • 9788122421699
  • 8122421695
Subject(s): DDC classification:
  • 332.09414 20 CAE
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Books Books Seminar Library, Department of Economics General Stacks 332.09414 CAE (Browse shelf(Opens below)) 1 Available 0056102

Includes bibliographical references (p. 541-585) and indexes.

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