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Lo, Andrew W.
(Andrew Lo)
Books on 'Capital market -- Econometric models':
This is the alphabetically ordered list of books of this author on '
Capital market -- Econometric models
' subject (click to see subject information and books of other authors).
The econometrics of financial markets
John Y. Campbell
,
Andrew W. Lo
, A. Craig MacKinlay
Publisher: Princeton, N.J :
Princeton University Press
, 1997.
ISBN: 0691043019 DDC: 332.09414 LCC: HG4523 Edition: (CL : alk. paper)
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