The econometrics of financial markets /
Campbell, John Y.
The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. - Princeton, N.J. : Princeton University Press, 1997. - xviii, 611 p. : ill. ; 24 cm.
Atas permintaan Dr. Izani Ibrahim
Includes bibliographical references (p. 541-585) and indexes.
0691043019 RM241.20
96-027868
Capital market--Econometric models.
The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. - Princeton, N.J. : Princeton University Press, 1997. - xviii, 611 p. : ill. ; 24 cm.
Atas permintaan Dr. Izani Ibrahim
Includes bibliographical references (p. 541-585) and indexes.
0691043019 RM241.20
96-027868
Capital market--Econometric models.