The Econometrics Of Financial Markets by A. Craig MacKinlay Hardback Book

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The Econometrics Of Financial Markets by A. Craig MacKinlay Hardback Book

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The Econometrics Of Financial Markets by A. Craig MacKinlay Hardback Book

The Econometrics Of Financial Markets by A. Craig MacKinlay Hardback Book

  • Brand: Unbranded
Price: ₱5,590.00
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₱5,590.00
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Description

Covers the spectrum of empirical finance including the predictability of asset returns tests of the Random Walk Hypothesis the microstructure of securities markets event analysis the Capital Asset Pricing Model and the Arbitrage Pricing Theory and the term structure of interest rates dynamic models of economic equilibrium.
  • Brand: Unbranded
  • Category: Business, Finance & Law
  • Format: Hardback
  • Language: English
  • Publisher / Label: Princeton University
  • Author: A. Craig MacKinlay
  • Number of Pages: 632
  • Fruugo ID: 39888987-81829318
  • ISBN: 9780691043012

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  • Princeton University Press
  • Princeton University Press
  • 41 William Street, Princeton, NJ
  • New Jersey
  • US
  • 8540
  • info@press.princeton.edu
  • 609 258 4900
  • https://www.ingramcontent.com/pod-product-compliance