The Econometrics of Financial Markets - Campbell, John W, and Mackinlay, Archie C, and Lo, Andrew W

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for ... Read More

The Econometrics of Financial Markets 1996, Princeton University Press, Princeton, NJ

ISBN-13: 9780691043012