Cont-Time Meths & MKT MIC V4 Hardback
by Lo
Hardback
- Information
Description
This major collection presents a careful selection of the most important published articles in the field of financial econometrics.
Starting with a review of the philosophical background, the collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, market microstructure, Bayesian methods and other statistical tools. Andrew Lo - one of the world's leading financial economists - has written an authoritative introduction, which offers a comprehensive overview of the subject and complements his selection.
Information
-
Unavailable
- Format:Hardback
- Pages:672 pages, Illustrations
- Publisher:Edward Elgar Publishing Ltd
- Publication Date:25/05/2007
- Category:
- ISBN:9781847202659
Information
-
Unavailable
- Format:Hardback
- Pages:672 pages, Illustrations
- Publisher:Edward Elgar Publishing Ltd
- Publication Date:25/05/2007
- Category:
- ISBN:9781847202659