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Cont-Time Meths & MKT MIC V4
Lo
Cont-Time Meths & MKT MIC V4
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.
672 pages, Illustrations
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | May 25, 2007 |
ISBN13 | 9781847202659 |
Publishers | Edward Elgar Publishing Ltd |
Pages | 672 |
Dimensions | 180 × 246 × 54 mm · 1.28 kg |