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The International Library of Financial Econometrics Series (Elgar Mini Series)

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Pages: 3240

Language: English

Book format: An electronic version of a printed book that can be read on a computer or handheld device designed specifically for this purpose.

Publisher: Edward Elgar Publishing Ltd (25 May 2007)

By: Andrew W. Lo (Editor)

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.


Read online or download a free book: The International Library of Financial Econometrics Series (Elgar Mini Series).pdf

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