Research Catalog

Details

Additional authors

1. Lo, Andrew W. (Andrew Wen-Chuan)

Description

1. 5 v. : ill.; 25 cm.

Alternative title

1. Statistical models of asset returns.
2. Static asset-pricing models.
3. Dynamic asset-pricing models.
4. Continuous-time methods and market microstructure.
5. Statistical methods and non-standard finance.

Subject

1. Corporations > Valuation > Mathematical models
2. Finance > Econometric models
3. Business enterprises > Valuation > Mathematical models
4. Capital assets pricing model
5. Stocks > Prices > Mathematical models

Contents

1. 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.

Call number

1. JBE 08-505

Note

1. "An Elgar reference collection".

Bibliography (note)

1. Includes bibliographical references and index.

Title

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

Imprint

1. Cheltenham : Edward Elgar, c2007.

Bibliography

1. Includes bibliographical references and index.

Added author

1. Lo, Andrew W. (Andrew Wen-Chuan)

Added title

1. Statistical models of asset returns.
2. Static asset-pricing models.
3. Dynamic asset-pricing models.
4. Continuous-time methods and market microstructure.
5. Statistical methods and non-standard finance.

ISBN

1. 9781843763420 (set)
2. 1843763427 (set)
3. 9781847202628 (v. 1)
4. 1847202624 (v. 1)
5. 1847202632 (v. 2)
6. 9781847202635 (v. 2)
7. 1847202640 (v. 3)
8. 9781847202642 (v. 3)
9. 1847202659 (v. 4)
10. 9781847202659 (v. 4)
11. 1847202667 (v. 5)
12. 9781847202666 (v. 5)

Research call number

1. JBE 08-505