The Econometrics of Financial Markets - John Y. Campbell - Books - Princeton University Press - 9780691043012 - December 29, 1996
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The Econometrics of Financial Markets

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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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