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The Econometrics of Financial Markets
by John Y. Campbell; Andrew W. Lo; A. Craig Mackinlay; Lo, Andrew Y.

Overview -
The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire 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, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.

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Academybookshop
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The Econometrics of Financial Markets (Hardcover)
Pub. Date: 1996-12-09
Publisher: Princeton University Press
Price: $13.29
Seller: Borgasorus Books, Inc., Wright City, MO, USA
Condition: Fair
Notes: FAST SHIPPING! ! No CD Included. Access code may be previously used. Heavy wear, wrinkling, creasing or tears on cover and spine. Heavy writing and highlighting. Cover has used book stickers or residue. Marker on cover or bottom edge of book. Book may have additional damage or defects not listed above.
The Econometrics of Financial Markets (Hardcover)
Pub. Date: 1996-12-09
Publisher: Princeton University Press
Price: $38.00
Seller: Academybookshop, Long Island City, NY, USA
Condition: Like New
Notes: In fine, clean condition, but WITHOUT THE DUST-COVER, clean pages.
 
 
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    The Econometrics of Financial Markets (Hard cover)
    Pub. Date: 1997
    Publisher: Princeton University Press
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    The Econometrics of Financial Markets (Hardcover)
    Pub. Date: 1996-12-09
    Publisher: Princeton University Press
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    The Econometrics of Financial Markets (Hardcover)
    Pub. Date: 1996-12-09
    Publisher: Princeton University Press
    Condition: Good
    Notes: Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Emailed Tracking.

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    The Econometrics of Financial Markets (Hard cover)
    Pub. Date: 1996
    Publisher: Princeton University Press
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    The Econometrics of Financial Markets (Hardcover)
    Pub. Date: 1996-12-09
    Publisher: Princeton University Press
    Condition: Good
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    The Econometrics of Financial Markets (Hardcover)
    Pub. Date: 1996-12-09
    Publisher: Princeton University Press
    Condition: Good
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    The Econometrics of Financial Markets (Hard cover)
    Pub. Date: 1996
    Publisher: Princeton University Press
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    Notes: Sewn binding. Cloth over boards. 632 p.

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    The Econometrics of Financial Markets (Hard cover)
    Pub. Date: 1996
    Publisher: Princeton University Press
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    The Econometrics of Financial Markets (Hard cover)
    Pub. Date: 1996
    Publisher: Princeton University Press
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More About The Econometrics of Financial Markets by John Y. Campbell; Andrew W. Lo; A. Craig Mackinlay; Lo, Andrew Y.
 
 
 
Overview

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire 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, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.

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Details
  • PID: 16088868311
  • ISBN-13: 9780691043012
  • Publisher: Princeton University Press
  • Seller: Academybookshop
    Condition: Very Good
    Notes: In fine, clean condition, with a TEAR or a DENT on the cover, clean pages.