Statistical Methods and Non-Standard Finance

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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 ...

Statistical Methods and Non-Standard Finance 2007, Edward Elgar Publishing

ISBN-13: 9781847202666

Hardcover

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