Econometrics Of Financial Markets by A. Craig MacKinlay Hardback Book

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Econometrics Of Financial Markets by A. Craig MacKinlay Hardback Book

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Econometrics Of Financial Markets by A. Craig MacKinlay Hardback Book

Econometrics Of Financial Markets by A. Craig MacKinlay Hardback Book

  • Brand: Unbranded
Price: $109.00
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Econometrics Of Financial Markets by A. Craig MacKinlay Hardback Book

Covers the 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, and the term structure of interest rates, dynamic models of economic equilibrium.
  • Brand: Unbranded
  • Category: Reference
  • Format: Hardback
  • Language: English
  • Publisher / Label: Princeton University
  • Author: A. Craig MacKinlay
  • Number of Pages: 632
  • Fruugo ID: 39888987-81829318
  • ISBN: 9780691043012

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