Stat Asset Pric Mods (V2) - Lo - Books - Edward Elgar Publishing Ltd - 9781847202635 - April 27, 2007
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Stat Asset Pric Mods (V2)

Lo

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Stat Asset Pric Mods (V2)

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.


672 pages, Illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released April 27, 2007
ISBN13 9781847202635
Publishers Edward Elgar Publishing Ltd
Pages 672
Dimensions 182 × 246 × 54 mm   ·   1.28 kg

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