The international library of financial econometrics / edited by Andrew W. Lo.
Material type:
TextLanguage: English Series: An Elgar reference collectionPublication details: Cheltenham, Glos, UK ; Northampton, MA : Edward Elgar, c2007. Description: 5 v. : ill. ; 25 cmISBN: 9781843763420 (set); 1843763427 (set); 9781847202628 (v. 1); 1847202624 (v. 1); 9781847202635 (v. 2); 1847202632 (v. 2); 9781847202642 (v. 3); 1847202640 (v. 3); 9781847202659 (v. 4); 1847202659 (v. 4); 9781847202666 (v. 5); 1847202667 (v. 5)Subject(s): Finance -- Econometric models | Business enterprises -- Valuation -- Mathematical models | Corporations -- Valuation -- Mathematical models | Stocks -- Prices -- Mathematical models | Capital assets pricing modelDDC classification: 332.015195 LOC classification: HG106 | .I578 2007Online resources: WorldCat details | Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Dr. S. R. Lasker Library, EWU Reserve Section | Non-fiction | 330.015195 INT 2007 (Browse shelf(Opens below)) | C-1 | Not For Loan | 21266 | ||
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Dr. S. R. Lasker Library, EWU Reserve Section | Non-fiction | 330.015195 INT 2007 (Browse shelf(Opens below)) | C-1 | Not For Loan | 21263 | ||
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Dr. S. R. Lasker Library, EWU Reserve Section | Non-fiction | 330.015195 INT 2007 (Browse shelf(Opens below)) | C-1 | Not For Loan | 21264 | ||
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Dr. S. R. Lasker Library, EWU Reserve Section | Non-fiction | 330.015195 INT 2007 (Browse shelf(Opens below)) | C-1 | Not For Loan | 21265 | ||
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Dr. S. R. Lasker Library, EWU Reserve Section | Non-fiction | 330.015195 INT 2007 (Browse shelf(Opens below)) | C-1 | Not For Loan | 21267 | ||
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Dr. S. R. Lasker Library, EWU Circulation Section | Non-fiction | 330.015195 INT 2007 (Browse shelf(Opens below)) | C-2 | Available | 28285 | ||
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Dr. S. R. Lasker Library, EWU Circulation Section | Non-fiction | 330.015195 INT 2007 (Browse shelf(Opens below)) | C-2 | Available | 21272 | ||
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Dr. S. R. Lasker Library, EWU Circulation Section | Non-fiction | 330.015195 INT 2007 (Browse shelf(Opens below)) | C-2 | Available | 21271 | ||
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Dr. S. R. Lasker Library, EWU Circulation Section | Non-fiction | 330.015195 INT 2007 (Browse shelf(Opens below)) | C-2 | Available | 21273 | ||
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Dr. S. R. Lasker Library, EWU Circulation Section | Non-fiction | 330.015195 INT 2007 (Browse shelf(Opens below)) | C-2 | Available | 21274 |
Statistical models of asset returns.
Other Titles:
Static asset-pricing models.
Dynamic asset-pricing models.
Continuous-time methods and market microstructure.
Statistical methods and non-standard finance.
Includes bibliographical references and index.
TOC v. 1. Statistical models of asset returns -- v. 2. Static asset-pricing models -- v. 3. Dynamic asset-pricing models -- v. 4. Continuous-time methods and market microstructure -- v. 5. Statistical methods and non-standard finance.
Summary:
Presents a selection of the most important articles in the field of financial econometrics. Starting with a review of the philosophical background, this collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, and more.
Sociology
Tahur Ahmed
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