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. ISBN: 0691043019 (cloth : acid-free paper) LCCN: 96027868 Nat. Bib. No.: GB97-22990 Subjects--Topical Terms: Capital market---Econometric models. Dewey Class. No.: 332.09 / C188e