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The Econometrics of Financial Markets

About The Econometrics of Financial Markets

Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.

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  • Language:
  • English
  • ISBN:
  • 9780691043012
  • Binding:
  • Hardback
  • Pages:
  • 632
  • Published:
  • December 28, 1996
  • Dimensions:
  • 168x244x41 mm.
  • Weight:
  • 1146 g.
  In stock
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Expected delivery: December 26, 2024
Extended return policy to January 30, 2025
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Description of The Econometrics of Financial Markets

Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.

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