1. The econometrics of financial markets
Title | The econometrics of financial markets |
---|---|
Author info | John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay |
Author | Campbell John Y. |
Co-authors | Lo Andrew Wen-Chuan |
MacKinlay Archie Craig | |
Issue data | Princeton : Princeton University Press , 1997. - 611 s. |
ISBN | 0-691-04301-9 |
Document kind | monographs |
Language | English |
Country of Edition | United States of America |
systematics | 330.43 - Ekonometria |
Keywords | ekonometria * trh finančný * mikroštruktúra * trh * analýzy * modely cenové * modely ekonometrické * modely nelineárne |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 795741 |