000 00849nam a22002417a 4500
001 sulb0056102
003 BD-SySUS
005 20160524120704.0
008 160524s2007 njua b 001 0 eng
020 _a9788122421699
020 _a8122421695
040 _aDLC
_cDLC
_dBD-SySUS
082 0 0 _a332.09414
_220
_bCAE
100 1 _aCampbell, John Y.
_925148
245 1 4 _aThe econometrics of financial markets /
_cJohn Y. Campbell, Andrew W. Lo, A. Craig MacKinlay.
260 _aPrinceton, N.J. :
_bPrinceton University Press,
_cc2007.
300 _axviii, 611 p. :
_bill. ;
_c24 cm.
504 _aIncludes bibliographical references (p. 541-585) and indexes.
650 0 _aCapital market
_xEconometric models.
_925149
700 1 _aLo, Andrew W.
_q(Andrew Wen-Chuan)
_925150
700 1 _aMacKinlay, Archie Craig,
_d1955-
_925151
942 _2ddc
_cBK
999 _c60827
_d60827