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An econometric analysis of nonsynchronous-trading
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000765761
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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
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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The International Library of Financial Econometrics
Lo, Andrew W. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003358529
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Statistical models of asset returns
Lo, Andrew W. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475023
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Static asset-pricing models
Lo, Andrew W. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538642
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Dynamic asset-pricing models
Lo, Andrew W. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538649
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Continuous-time methods and market microstructure
Lo, Andrew W. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538651
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Statistical methods and non-standard finance
Lo, Andrew W. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538654
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10001690102