Book
The Econometrics of Financial Markets
This graduate-level textbook is intended for PhD students, advanced MBA students and industry professionals interested in the econometrics of financial modelling. It covers topics including: the predictability of asset returns; the Random Walk Hypothesis; and event analysis. «
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Author(s):
A. Craig MacKinlay, Andrew Lo, Andrew W. Lo, Archie C. Mackinlay, John W. Campbell, John Y. Campbell
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ISBN
9780691043012
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