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Item Details
| Title:
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DYNAMIC ASSET-PRICING MODELS
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| By: |
Andrew W. Lo (Editor) |
| Format: |
Hardback |
| List price:
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£314.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1847202640 |
| ISBN 13: |
9781847202642 |
| Publisher: |
EDWARD ELGAR PUBLISHING LTD |
| Pub. date: |
1 January, 2007 |
| Series: |
International Library of Financial Econometrics Series v. 3 |
| Pages: |
672 |
| Description: |
A selection of published articles in the field of financial econometrics. Starting with a review of the philosophical background, this collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, and market microstructure. |
| Synopsis: |
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. |
| Illustrations: |
Illustrations |
| Publication: |
UK |
| Imprint: |
Edward Elgar Publishing Ltd |
| Returns: |
Returnable |
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