The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay | Campbell, John Y. (1958-....). Author
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The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay

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Campbell, John Y. (1958-....). Author | Lo, Andrew Wen-Chuan (1960-....). Author | McKinlay, Archie Craig (1955-....). Author

Edited by Princeton University Press - 1997

This graduate-level textbook covers the entire spectrum of empirical finance. Each chapter develops statistical techniques within the context of a particular financial application, includes a discussion of recent empirical evidence, and problems

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