The econometrics of financial markets /
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TextPublication details: Princeton, N.J. : Princeton University Press, c1997.Description: xviii, 611 pISBN: - 9780691043012
- 0691043019 (cloth : acid-free paper)
- 332.0415 CAM
- HG4523 .C27 1997
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| 332.024 WOR The little data book on financial inclusion 2015 / | 332.04 NWA The nigerian financial system | 332.041 PIK Capital in the twenty-first century / | 332.0415 CAM The econometrics of financial markets / | 332.0415 STR The capital markets : | 332'.0415091767 ISL Islamic capital markets : | 332.041509669 ITS An Insight into the Nigerian capital market / |
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.
oif 24/06/15
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