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Books > Business & Economics > Economics > Econometrics

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Stat Mods Asset Rnts (V1) (Hardcover) Loot Price: R5,019
Discovery Miles 50 190
Repayment Terms: R470 pm x 12*
Stat Mods Asset Rnts (V1) (Hardcover): Lo

Stat Mods Asset Rnts (V1) (Hardcover)

Lo

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Loot Price R5,019 Discovery Miles 50 190 | Repayment Terms: R470 pm x 12*

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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.

General

Imprint: Edward Elgar Publishing Ltd
Country of origin: United Kingdom
Release date: April 2007
Authors: Lo
Dimensions: 248 x 178 x 48mm (L x W x T)
Format: Hardcover
Pages: 576
ISBN-13: 978-1-84720-262-8
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
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LSN: 1-84720-262-4
Barcode: 9781847202628

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