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Stat Meth & Non-Stan Fin (V5)

Stat Meth & Non-Stan Fin (V5)

Hardback (25 May 2007)

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Publisher's Synopsis

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.

Book information

ISBN: 9781847202666
Publisher: Edward Elgar Publishing Ltd
Imprint: Edward Elgar Publishing
Pub date:
Language: English
Weight: 1238g
Height: 248mm
Width: 181mm
Spine width: 51mm