Dyn Asset Pric Mods (V3), Hardback Book

Dyn Asset Pric Mods (V3) Hardback

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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.

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£318.69

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