Stat Meth & Non-Stan Fin (V5) - Lo - Books - Edward Elgar Publishing Ltd - 9781847202666 - May 25, 2007
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Stat Meth & Non-Stan Fin (V5)

Lo

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Stat Meth & Non-Stan Fin (V5)

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

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