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Stat Meth & Non-Stan Fin (V5) Lo
Stat Meth & Non-Stan Fin (V5)
Lo
A selection of published articles in the field of financial econometrics. Starting with a review of the philosophical background, this collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, and market microstructure.
640 pages, Illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 25, 2007 |
| ISBN13 | 9781847202666 |
| Publishers | Edward Elgar Publishing Ltd |
| Pages | 640 |
| Dimensions | 181 × 248 × 51 mm · 1.24 kg |
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