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RecordNumber
35503
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Title
The international library of financial econometrics
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Author Statement
edited by Andrew W. Lo
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Publication
Edward Elgar
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Collation
5 v. : ill. ; 25 cm
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Contents
v. 1. Statistical models of asset returns -- v. 2. Static asset-pricing models -- v. 3. Dynamic asset-pricing models -- v. 4. Continuous-time methods and market microstructure -- v. 5. Statistical methods and non-standard finance.
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Subject
Finance -- Econometric models,Business enterprises -- Valuation -- Mathematical models,Capital assets pricing model.
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ADDED ENTRIES
AU Lo, Andrew W. (Andrew Wen-Chuan) , TI Statistical models of asset returns , TI Static asset-pricing models , TI Dynamic asset-pricing models , TI Continuous-time methods and market microstructure , TI Statistical methods and non-standard finance
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LC Class
HG
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LC Number
106
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LC CutterNumber
.I68
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LC Date
2007
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LC NO
HG 106 .I68 2007
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Published_Year
2007
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Link To Document :