This major collection presents a careful selection of the most important published articles in the field of financial econometrics. Starting with a review of the philosophical background, the collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, market microstructure, Bayesian methods and other statistical tools. Andrew Lo - one of the world's leading financial economists - has written an authoritative ...
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This major collection presents a careful selection of the most important published articles in the field of financial econometrics. Starting with a review of the philosophical background, the collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, market microstructure, Bayesian methods and other statistical tools. Andrew Lo - one of the world's leading financial economists - has written an authoritative introduction, which offers a comprehensive overview of the subject and complements his selection.
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Add this copy of Statistical Models of Asset Returns (International to cart. $142.48, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2007 by Edward Elgar Publishing.
Add this copy of Statistical Models of Asset Returns (International to cart. $152.51, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2007 by Edward Elgar Publishing.
Add this copy of Statistical Models of Asset Returns (International to cart. $152.60, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2007 by Edward Elgar Publishing.
Add this copy of Statistical Models of Asset Returns (International to cart. $153.60, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2007 by Edward Elgar Publishing.
