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Stat Meth & Non-Stan Fin (V5)
Lo
Stat Meth & Non-Stan Fin (V5)
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.
640 pages, Illustrations
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | May 25, 2007 |
ISBN13 | 9781847202666 |
Publishers | Edward Elgar Publishing Ltd |
Pages | 640 |
Dimensions | 181 × 248 × 51 mm · 1.24 kg |