The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay.

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Bibliographic Details
Main Author: Campbell, John Y.
Other Authors: Lo, Andrew W. (Andrew Wen-Chuan), MacKinlay, Archie Craig, 1955-
Format: Book
Language:English
Published: Princeton, N.J. : Princeton University Press, c1997.
Subjects:

MARC

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245 1 4 |a The econometrics of financial markets /  |c John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. 
260 |a Princeton, N.J. :  |b Princeton University Press,  |c c1997. 
300 |a xviii, 611 p. :  |b ill. ;  |c 24 cm. 
500 |a Second printing with corrections 1997 
504 |a Includes bibliographical references (p. 541-585) and indexes. 
650 0 |a Capital market  |x Econometric models. 
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