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.

1843763427 9781843763420 1847202624 9781847202628 1847202632 9781847202635 1847202640 9781847202642 1847202659 9781847202659 1847202667 9781847202666


Finance--Econometric models
Business enterprises--Valuation--Mathematical models.
Corporations--Valuation--Mathematical models.
Stocks--Prices--Mathematical models.
Capital assets pricing model

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