Campbell, John Y.

The econometrics of financial markets / John Y. Campbell, Andrew W. Lo and A. Craig MacKinlay - New Jersey : Princeton University Press, c1997. - xviii, 611 p. : ill. ; 24 cm.

0691043019 (cloth : acidfree paper)




Capital market
Econometric models

HG4523 / .C27 1997

332.09414 / C188e