The Econometrics of Financial Markets
€92.90
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Product Information
| ISBN | 9780691043012 |
|---|---|
| Publisher | Princeton University Press |
| Price (excl. tax) | €87.64 |
| Tax | €5.26 |
| Price (incl. tax) | €92.90 |
| Availability | 1 unit in external warehouse |
Product 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.