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. ISBN: 0691043019 (cloth : acidfree paper) LCCN: Subjects--Topical Terms: Capital marketEconometric models LC Class. No.: HG4523 / .C27 1997 Dewey Class. No.: 332.09414 / C188e