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

By: Campbell, John Y, 1955-.
Contributor(s): Lo, Andrew Wen-Chuan | MacKinlay, Archie Craig, 1955-.
Material type: materialTypeLabelBookPublisher: Princeton, N.J. : Princeton Univ. Press, 1997Description: 611 p. : ill.ISBN: 9780691043012; 0691043019.Call No.: HG4523 C356E Subject(s): CAPITAL MARKET -- ECONOMETRIC MODELSBibliography, etc. Note: Includes bibliographies reference and index
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Book Shelves 		HG4523 C356E (Browse shelf) Available 200703290084

Includes bibliographies reference and index

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