Stat Mods Asset Rnts (V1) - Lo - Books - Edward Elgar Publishing Ltd - 9781847202628 - April 23, 2007
In case cover and title do not match, the title is correct

Lo
Stat Mods Asset Rnts (V1)

Login to be notified when the product is available again
Christmas presents can be returned until 31 January

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

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.

576 pages, Illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released April 23, 2007
ISBN13 9781847202628
Publishers Edward Elgar Publishing Ltd
Pages 576
Dimensions 178 × 248 × 48 mm   ·   1.13 kg
Show all

More by Lo

See all of Lo ( e.g. Book , CD , Hardcover Book , Paperback Book and LP )