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The Econometrics of Financial Markets

By: John Y. Campbell (Author) , Andrew W. Lo (Author) , A. Craig MacKinlay (Author)

3 in stock

Ksh 13,250.00

Format: Hardback or Cased Book

ISBN-13: 9780691043012

Publisher: Princeton University Press

Publication Date: Dec 29th, 1996

Weight: 1042 grams

Dimension: 24.40 x 16.80 x 4.10 cms

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Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.

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