The Econometrics of Financial Markets
Author:   John Y. Campbell ,  Andrew W. Lo ,  A. Craig MacKinlay
Publisher:   New Age International Pvt Ltd Publishers
ISBN:  

9788122421699


Pages:   632
Publication Date:   01 December 2007
Format:   Paperback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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The Econometrics of Financial Markets


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Overview

This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire 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, the term structure of interest rates, dynamic models of economic equilibrium, and non-linear financial models such as ARCH, neural networks, statistical fractals, and chaos theory.

Full Product Details

Author:   John Y. Campbell ,  Andrew W. Lo ,  A. Craig MacKinlay
Publisher:   New Age International Pvt Ltd Publishers
Imprint:   New Age International Pvt Ltd Publishers
Dimensions:   Width: 15.00cm , Height: 3.00cm , Length: 23.00cm
ISBN:  

9788122421699


ISBN 10:   8122421695
Pages:   632
Publication Date:   01 December 2007
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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