The international library of financial econometrics

Publication Data

• Title The international library of financial econometrics
• Contributor Andrew W. Lo
• Publisher Edward Elgar
• Publication date 2007
• Publication location Cheltenham
• Volumes 5
• Language English

Descriptive Notes

"An Elgar reference collection".

Contents

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.

Topics

• Finance :: Econometric models
• Business enterprises :: Valuation :: Mathematical models
• Corporations :: Valuation :: Mathematical models
• Stocks :: Prices :: Mathematical models
• 013527561

The international library of financial econometrics. ISBN 9781847202666. Published by Edward Elgar in 2007. Publication and catalogue information, links to buy online and reader comments.