The econometrics of financial markets
John Y. Campbell; Andrew W. Lo; A. Craig MacKinlay
| Year of publication: |
1997
|
|---|---|
| Authors: | Campbell, John Y. ; Lo, Andrew W. ; MacKinlay, Archie Craig |
| Publisher: |
Princeton, NJ : Princeton Univ. Press |
| Subject: | USA | United States | Ökonometrie | Econometrics | Finanzmarkt | Financial market | CAPM | Theorie | Theory | Kapitalmarkt | Ökonometrisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XVIII, 611 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| ISBN: | 978-0-691-04301-2 ; 0-691-04301-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013503137