The econometrics of financial markets/
Campbell, John Y.
The econometrics of financial markets/ John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. - Princeton, N.J.: Princeton University Press, c1997. - xviii, 611 p.: ill.; 24 cm.
Includes bibliographical references (p. 541-585) and indexes.
0691043019 (cloth : acid-free paper)
96027868
GB97-22990
Capital market---Econometric models.
332.09 / C188e
The econometrics of financial markets/ John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. - Princeton, N.J.: Princeton University Press, c1997. - xviii, 611 p.: ill.; 24 cm.
Includes bibliographical references (p. 541-585) and indexes.
0691043019 (cloth : acid-free paper)
96027868
GB97-22990
Capital market---Econometric models.
332.09 / C188e