Cont-Time Meths & MKT MIC V4

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Descripci贸n

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.

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Editorial
Edward Elgar Publishing Ltd
Fecha de Publicaci贸n
Idioma
Ingl茅s
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Tapa dura
EAN/UPC
9781847202659
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