Dynamic Asset-Pricing Models (International Library Of Financial Econometrics)
Authors: Andrew W. Lo
Publisher: Edward Elgar Pub
Keywords: library, financial, econometrics, international, models, asset, pricing, dynamic
Category: Economics, Business & Investing,
ISBN-10: 1847202640 ISBN-13: 9781847202642
List Price: 290.00 USD
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.
Download Data provided by OpenISBN Project and others:
- Export Citation(BiBTeX, EndNote, RefMan)
- Download multimedia files (txt, html, PDF)
- 1847202640.pdf (text only)
- 1847202640.zip (currently not available)
You can search on LeatherBound to download or purchase an ebook.
Searching Book Reviews...