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The Econometrics of Financial Markets by John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay (Hardcover, 1996)
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AU $130.00
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This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.