TY  - BOOK
AU  - Lo,Andrew W.
TI  - The international library of financial econometrics
SN  - 9781843763420 (set)
AV  - HG106 .I578 2007
U1  - 332.015195 
PY  - 2007///
CY  - Cheltenham, Glos, UK, Northampton, MA
PB  - Edward Elgar
KW  - Finance
KW  - Econometric models
KW  - Business enterprises
KW  - Valuation
KW  - Mathematical models
KW  - Corporations
KW  - Stocks
KW  - Prices
KW  - Capital assets pricing model
N1  - Statistical models of asset returns.
Other Titles:
Static asset-pricing models.
Dynamic asset-pricing models.
Continuous-time methods and market microstructure.
Statistical methods and non-standard finance; Includes bibliographical references and index; TOC; 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; Sociology
N2  - Summary:
Presents a selection of the most important articles in the field of financial econometrics. Starting with a review of the philosophical background, this collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, and more
UR  - http://www.worldcat.org/title/international-library-of-financial-econometrics/oclc/145382965&referer=brief_results
ER  -