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The Econometrics of Financial Markets John Y. Campbell
The Econometrics of Financial Markets
John Y. Campbell
Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.
632 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 29, 1996 |
| ISBN13 | 9780691043012 |
| Publishers | Princeton University Press |
| Pages | 632 |
| Dimensions | 168 × 244 × 41 mm · 1.15 kg |
| Language | English |
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