Stat Asset Pric Mods (V2) (Hardcover)

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.

General

Imprint:	Edward Elgar Publishing Ltd
Country of origin:	United Kingdom
Release date:	April 2007
Authors:	Lo
Dimensions:	246 x 182 x 54mm (L x W x T)
Format:	Hardcover
Pages:	672
ISBN-13:	978-1-84720-263-5
Categories:	Books > Business & Economics > Economics > Econometrics > General Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Investment & securities > General
LSN:	1-84720-263-2
Barcode:	9781847202635

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