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Item Details
Title: STATISTICAL METHODS AND NON-STANDARD FINANCE
By: Andrew W. Lo (Editor)
Format: Hardback

List price: £294.00


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 1847202667
ISBN 13: 9781847202666
Publisher: EDWARD ELGAR PUBLISHING LTD
Pub. date: 1 January, 2007
Series: International Library of Financial Econometrics Series v. 5
Pages: 640
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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