Title The international library of financial econometrics / edited by Andrew W. Lo

Published Cheltenham : Edward Elgar, [2007] ©2007

Copies

Location	Call no.	Vol.	Availability
MELB	332.015118 Loa/Ilo	2	AVAILABLE
MELB	332.015118 Loa/Ilo	1	AVAILABLE
MELB	332.015118 Loa/Ilo	3	AVAILABLE
MELB	332.015118 Loa/Ilo	4	AVAILABLE
MELB	332.015118 Loa/Ilo	5	AVAILABLE

Description 5 volumes : illustrations ; 25 cm Contents v. 1. Statistical models of asset returns -- v. 2. Static asset-pricing models -- v. 3. Dynamic asset-pricing models -- v. 4. Continuous-time methods and market microstructure -- v. 5. Statistical methods and non-standard finance Notes "An Elgar reference collection" Bibliography Includes bibliographical references and index Subject Finance -- Econometric models. Business enterprises -- Valuation -- Mathematical models. Corporations -- Valuation -- Mathematical models. Stocks -- Prices -- Mathematical models. Capital assets pricing model. Author Lo, Andrew W. (Andrew Wen-Chuan) ISBN 9781843763420 set 1847202640 v. 3 9781847202642 v. 3 1847202659 v. 4 9781847202659 v. 4 1847202667 v. 5 9781847202666 v. 5 1843763427 set 9781847202628 v. 1 1847202624 v. 1 1847202632 v. 2 9781847202635 v. 2

Other Titles Statistical models of asset returns Static asset-pricing models Dynamic asset-pricing models Continuous-time methods and market microstructure Statistical methods and non-standard finance

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