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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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TEXTSHUB
Franklin Lakes, NJ, USA

The Econometrics of Financial MarketsThe Econometrics of Financial Markets (Hardcover)
Pub. Date: 1996-12-09
Publisher: Princeton University Press
Price: $26.20
Seller: Academybookshop, Long Island City, NY, USA
Condition: Very Good
Notes: This is a new book that has some damage, which is usually a tear, a scratch, dents or stain on the edge, pages are clean, no missing pages.
The Econometrics of Financial MarketsThe Econometrics of Financial Markets (Hard cover)
Pub. Date: 1997
Publisher: Princeton University Press
Price: $58.50
Seller: Anybook Ltd., Lincoln, GBR
Notes: This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In poor condition, suitable as a reading copy. Dust Jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1100grams, ISBN: 9780691043012.
 
 
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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
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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
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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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    Condition: Fair.
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    The Econometrics of Financial Markets (Hardcover)
    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: 16186553417
  • ISBN-13: 9780691043012
  • Publisher: Princeton University Press
  • Seller: TEXTSHUB
    Condition: Good
    Notes: Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Emailed Tracking.