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Statistical methods and non-standard finance [Book] / edited by Andrew W. Lo.

Contributor(s): Material type: TextTextSeries: The international library of financial econometrics ; 5 | An Elgar reference collectionPublication details: Northampton, MA : Northampton, MA : Edward Elgar, c2007.Description: 5 v. : ill. ; 25 cmISBN:
  • 9781843763420 (set)
  • 1843763427 (set)
  • 9781847202628 (v. 1)
  • 1847202624 (v. 1)
  • 9781847202635 (v. 2)
  • 1847202632 (v. 2)
  • 9781847202642 (v. 3)
  • 1847202640 (v. 3)
  • 9781847202659 (v. 4)
  • 1847202659 (v. 4)
  • 9781847202666 (v. 5)
  • 1847202667 (v. 5)
Subject(s): DDC classification:
  • 332.01 5195 22
Other classification:
  • 332.015195
Summary: This major collection presents a careful selection of the most important published articles in the field of financial econometrics. Starting with a review of the philosophical background, the collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, market microstructure, Bayesian methods and other statistical tools. Andrew Lo - one of the world's leading financial economists - has written an authoritative introduction, which offers a comprehensive overview of the subject and complements his selection.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books Books Junaid Zaidi Library, COMSATS University Islamabad 2nd Floor 332.015195 STA (Browse shelf(Opens below)) Available 49579
Books Books Junaid Zaidi Library, COMSATS University Islamabad 2nd Floor 332.015195 STA (Browse shelf(Opens below)) Available 49768
Total holds: 0

This major collection presents a careful selection of the most important published articles in the field of financial econometrics. Starting with a review of the philosophical background, the collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, market microstructure, Bayesian methods and other statistical tools. Andrew Lo - one of the world's leading financial economists - has written an authoritative introduction, which offers a comprehensive overview of the subject and complements his selection.

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