The econometrics of financial markets /
Campbell, John Y.
The econometrics of financial markets / - Princeton, N.J. : Princeton University Press, c1997. - xviii, 611 p. :
Includes bibliographical references (p. 541-585) and indexes.
Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.
9780691043012 0691043019 (cloth : acid-free paper)
Capital market
Finance
HG4523 / .C27 1997
332.0415 / CAM
The econometrics of financial markets / - Princeton, N.J. : Princeton University Press, c1997. - xviii, 611 p. :
Includes bibliographical references (p. 541-585) and indexes.
Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.
9780691043012 0691043019 (cloth : acid-free paper)
Capital market
Finance
HG4523 / .C27 1997
332.0415 / CAM