Books > Business & Economics > Economics > Econometrics
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Dyn Asset Pric Mods (V3) (Hardcover)
Loot Price: R5,612
Discovery Miles 56 120
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Dyn Asset Pric Mods (V3) (Hardcover)
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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.
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