The econometrics of financial markets /

"The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regu...

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Bibliographic Details
Main Authors: Campbell, John Y. (Author), Lo, Andrew W. (Author), MacKinlay, Archie Craig, 1955- (Author)
Format: Electronic eBook
Language:English
Published: Princeton, N.J. : Princeton University Press, ©1997.
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