The econometrics of financial markets

Campbell, John Y.
The econometrics of financial markets / John Y Campbell ; Andrew W. Lo ; A. Craig MacKinlay - Princeton : Princeton University Press, 1997 - 611 p.

0-691-04301-9


ECONOMETRIA
MERCADO DE VALORES
MODELOS ECONOMETRICOS
MERCADO FINANCIERO INTERNACIONAL

ECONOMIA

330.015 195 / C188