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The Econometrics of Financial Markets
The Econometrics of Financial Markets
Author: John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Andrew Y. Lo, Archie Craig MacKinlay
The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for ...  more »
ISBN-13: 9780691043012
ISBN-10: 0691043019
Publication Date: 12/9/1996
Pages: 632
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Publisher: Princeton University Press
Book Type: Hardcover
Other Versions: Paperback
Members Wishing: 2
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