The international library of financial econometrics /
edited by Andrew W. Lo.
- 5 volumes : illustrations ; 25 cm
"An Elgar reference collection".
Includes bibliographical references and index.
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.
Finance--Econometric models Business enterprises--Valuation--Mathematical models. Corporations--Valuation--Mathematical models. Stocks--Prices--Mathematical models. Capital assets pricing model