Statistical methods and non-standard finance  [Book] / 
edited by Andrew W. Lo. 
 - Northampton, MA :  Northampton, MA :  Edward Elgar,  c2007. 
 - 5 v. :  ill. ;  25 cm. 
 - The international library of financial econometrics ;  5 .
 - An Elgar reference collection .
<br/><br/> 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. 
<br/><br/> All.  All  All  All 
<br/><br/><label>ISBN: </label>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) 
<br/><br/><label>Nat. Bib. No.: </label>GBA668656  bnb 
<br/><br/><label>Nat. Bib. Agency Control No.: </label>013527561  Uk 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Econometric models.<br/>Business enterprises--Valuation--Mathematical models.<br/>Corporations--Valuation--Mathematical models.<br/>Stocks--Prices--Mathematical models.<br/>Capital assets pricing model.<br/>Computer Science--<br/>Computer Science--<br/>Brain tumor --Machine learining<br/>MRI<br/>Mathematics--<br/>Mathematics--<br/>Numerical simulations--Pattern formation.<br/>Diffusion problems--Spectral methods.<br/>Mathematics--<br/>Mathematics<br/>Theoretical investigation--Non-isothermal liquid.<br/>Temperature fluctuations--Chromatography.
<br/><br/><label>Dewey Class. No.: </label>332.01 5195