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The Econometrics Of Financial Markets

Princeton University Press
SKU:
9780691043012
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UPC:
9780691043012
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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.


  • | By (Author): John Y. Campbell
  • | Series:
  • | Publisher: Princeton University Press
  • | Publication Date: Dec 29, 1996
  • | Country of Publication: United States
  • | Number of Pages: 632 pages
  • | Language: Not available
  • | Binding: Hardback
  • | ISBN-10: 0007233485
  • | ISBN-13: 9780691043012
By (Author):
John Y. Campbell
Publisher:
Princeton University Press
Publication Date:
Dec 29, 1996
Country of Publication:
United States
Number of pages:
632 pages
Binding:
Hardback
Language:
Not available
ISBN-13:
9780691043012