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The Econometrics of Financial Markets

Hardcover • 1996 • English • 2. edition

The Econometrics of Financial Markets

By John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Lo, Andrew Y.

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About the book

A landmark book on quantitative methods in financial markets for graduate students and finance professionals Recent decades have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is designed for PhD students, advanced MBA students, and industry prof...Show more

Econometrics and economic statistics
International economics
Development economics and emerging economies

Book details

ISBN

9780691043012

Publisher

Princeton University Press

Published year

1996

Language

English

Edition

2

Original title

The Econometrics of Financial Markets

Format

Hardcover

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