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A note on Johansen's cointegration procedure when trends are present

Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 777-789

Persistent link: https://www.econbiz.de/10001331520

[Rezension von: Campbell, John Y., ..., The econometrics of financial markets]

Bailey, Roy E. - In: The economic journal : the journal of the Royal … 108 (1998) 448, pp. 891-893

Persistent link: https://www.econbiz.de/10001349835

[Rezension] Campbell, John Y., ..., The econometrics of financial markets : Princeton Univ. Press, 1997

Andersen, Torben - In: Econometric theory 14 (1998) 5, pp. 671-685

Persistent link: https://www.econbiz.de/10001381153

Econometric methods and financial time series

Campbell, John Y. (contributor) - In: Journal of econometrics 45 (1990) 1, pp. 1-290

Persistent link: https://www.econbiz.de/10001095356

The econometrics of financial markets

Campbell, John Y.; Lo, Andrew W.; MacKinlay, Archie Craig - 1997 - 2. printing, with corrections

Persistent link: https://www.econbiz.de/10000592406

A solution manual to "The econometrics of financial markets"

Adamek, Petr; Campbell, John Y.; Lo, Andrew W.; … - 1997

Persistent link: https://www.econbiz.de/10013502965

The econometrics of financial markets

Campbell, John Y.; Lo, Andrew W.; MacKinlay, Archie Craig - 1997

Persistent link: https://www.econbiz.de/10013503137

The econometrics of financial markets

Campbell, John Y.; Lo, Andrew W.; MacKinlay, A. Craig - 2012

Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- The Econometrics of Financial Markets -- 1. Introduction -- 2. The Predictability of Asset Returns -- 3. Market Microstructure -- 4. Event-Study Analysis -- 5. The Capital Asset Pricing Model -- 6. Multifactor Pricing...

Persistent link: https://www.econbiz.de/10014482555