![Stat Mods Asset Rnts (V1) - Lo - Books - Edward Elgar Publishing Ltd - 9781847202628 - April 23, 2007](https://imusic.b-cdn.net/images/item/original/628/9781847202628.jpg?lo-2007-stat-mods-asset-rnts-v1-hardcover-book&class=scaled&v=1694240931)
Tell your friends about this item:
Stat Mods Asset Rnts (V1)
Lo
Stat Mods Asset Rnts (V1)
Lo
A selection of published articles in the field of financial econometrics. Starting with a review of the philosophical background, this collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, and market microstructure.
576 pages, Illustrations
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | April 23, 2007 |
ISBN13 | 9781847202628 |
Publishers | Edward Elgar Publishing Ltd |
Pages | 576 |
Dimensions | 178 × 248 × 48 mm · 1.13 kg |