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 ...
Read More
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 Less
Add this copy of Dynamic Asset-Pricing Models (International Library of to cart. $34.20, very good condition, Sold by Common Crow Books rated 5.0 out of 5 stars, ships from Pittsburgh, PA, UNITED STATES, published 2007 by Edward Elgar Pub.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Very Good + Hardcover 8vo, 639pp. From university department collection, with sticker on front cover and spine (could be removed), circled title and numerical notation at each chapter heading. Otherwise near fine.
Add this copy of Dynamic Asset-Pricing Models (International Library of to cart. $150.39, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2007 by Edward Elgar Publishing.
Add this copy of Dynamic Asset-Pricing Models (International Library of to cart. $260.89, like new condition, Sold by Amazingbookdeals rated 5.0 out of 5 stars, ships from NEW DELHI, DL, INDIA, published 2007 by Edward Elgar Publishing.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Books In Good Condition. May Have a Small Publisher Mark. Ship Via Fedex. Shipping Time 7 To 10 Days. Bookseller With Over 20 Years In Book Trade.
