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Dyn Asset Pric Mods (V3) Lo
Dyn Asset Pric Mods (V3)
Lo
A selection of published 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 market microstructure.
672 pages, Illustrations
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2007年4月25日 |
| ISBN13 | 9781847202642 |
| 出版社 | Edward Elgar Publishing Ltd |
| ページ数 | 672 |
| 寸法 | 181 × 246 × 54 mm · 1,28 kg |
