9780691043012
The Econometrics of Financial Markets
John Y. Campbell; Andrew W. Lo; Archie Craig MacKinlay
ISBN 13: 9780691043012
Publisher: Princeton Univ Pr
Publication Date: 1996
Binding: Hardcover
Your Satisfaction is Guaranteed:
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.
The Econometrics of Financial Markets: Search Results
| 1. |
 International Edition
|
The Econometrics of Financial Markets (ISBN: 0691043019 / 0-691-04301-9) Campbell, John Y.;Lo, Andrew W.;MacKinlay, Archie Craig Quantity Available: 5
Book Description: Book Condition: Brand New. 1st. New !! INTERNATIONAL Edition ,Different ISBN and Front cover, have same content as US edition Excellent Quality with Shrink Wrap .English language.Perfect condition.Excellent customer service.Prompt & Reliable Service !!. Bookseller Inventory # ABE#&-6233 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
Shipping:
US$ 0.00
From India to U.S.A. |
|
| 2. |
Econometrics Of Financial Markets (ISBN: 0691043019 / 0-691-04301-9) Campbell, John Y.;Lo, Andrew W.;MacKinlay, Archie Craig Quantity Available: 10
Book Description: Book Condition: New. Bookseller Inventory # 401286-n Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
|||
| 3. |
Econometrics of Financial Markets (ISBN: 9780691043012) Campbell, John Y.;Lo, Andrew W.;MacKinlay, Archie Craig Quantity Available: 5
Book Description: Princeton University Press 1996-12-09, 1996. Book Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Bookseller Inventory # NU-BER-00112871 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
Shipping:
US$ 4.68
From United Kingdom to U.S.A. |
||
| 4. |
Econometrics of Financial Markets (ISBN: 9780691043012) Campbell, John Y.;Lo, Andrew W.;MacKinlay, Archie Craig Quantity Available: 8
Book Description: The University Press Group Ltd, 1996. Hardback. Book Condition: New. New book. Shipped from UK. Bookseller Inventory # BB-9780691043012 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
|||
| 5. |
The Econometrics of Financial Markets (Hardback) (ISBN: 9780691043012) Campbell, John Y.;Lo, Andrew W.;MacKinlay, Archie Craig Quantity Available: 1
Book Description: The University Press Group Ltd, United States, 1996. Hardback. Book Condition: New. 229 x 152 mm. Brand New Book with Free Worldwide Delivery. 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. Bookseller Inventory # AAU9780691043012 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
Shipping:
US$ 0.00
From United Kingdom to U.S.A. |
||
| 6. |
The Econometrics of Financial Markets (ISBN: 0691043019 / 0-691-04301-9) Campbell, John Y.;Lo, Andrew W.;MacKinlay, Archie Craig Quantity Available: 2
Book Description: Princeton Univ Pr, 1996. Book Condition: New. Fast Shipping With Online Tracking We Proudly Ship To Military. Bookseller Inventory # LOCK/WR/T792/NEW109448 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
|||
| 7. |
The Econometrics of Financial Markets (ISBN: 9780691043012) Campbell, John Y.;Lo, Andrew W.;MacKinlay, Archie Craig Quantity Available: > 20
Book Description: The University Press Group Ltd. Hardback. Book Condition: new. BRAND NEW, The Econometrics of Financial Markets, John Y. Campbell, Andrew Lo, A. Craig MacKinlay, 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. Bookseller Inventory # B9780691043012 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
Shipping:
US$ 9.30
From United Kingdom to U.S.A. |
||
| 8. |
The Econometrics of Financial Markets (ISBN: 0691043019 / 0-691-04301-9) Campbell, John Y.;Lo, Andrew W.;MacKinlay, Archie Craig Quantity Available: 1
Book Description: Princeton University Press, 1996. Hardcover. Book Condition: New. Bookseller Inventory # ST0691043019 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
Shipping:
US$ 7.83
From United Kingdom to U.S.A. |
||
| 9. |
The Econometrics of Financial Markets (ISBN: 9780691043012) Campbell, John Y.;Lo, Andrew W.;MacKinlay, Archie Craig Quantity Available: 2
Book Description: Princeton University Press, 1997. Hardback. Book Condition: New. New book. Shipped from UK. Bookseller Inventory # WP-9780691043012 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
|||
| 10. |
The Econometrics of Financial Markets (ISBN: 9780691043012) Campbell, John Y.;Lo, Andrew W.;MacKinlay, Archie Craig Quantity Available: 2
Book Description: Princeton University Press, 1997. Hardback. Book Condition: New. New book. Shipped from UK. Bookseller Inventory # WP-9780691043012 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
Shipping:
US$ 14.09
From United Kingdom to U.S.A. |
||
Portions of this page may be (c) 2006 Muze Inc. Some database content may also be provided by Baker & Taylor Inc. Copyright 1995-2006 Muze Inc. For personal non-commercial use only. All rights reserved. Content for books is owned by Baker & Taylor, Inc. or its licensors and is subject to copyright and all other protections provided by applicable law.
Portions of this page may be Copyright VNU Entertainment Media (UK) Ltd., 2006, Georg Lingenbrink GmbH & Co., Tite Live, S.A or Informazioni Editoriali S.p.A. All rights reserved.
