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Andrew W. Lo has written 3 work(s)
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Hardcover:
9780226319285 | Univ of Chicago Pr, January 24, 2013, cover price $118.00
Hardcover:
9780691132945 | Princeton Univ Pr, April 28, 2008, cover price $72.50
Paperback:
9780691145983 | Exp rev edition (Princeton Univ Pr, July 1, 2010), cover price $43.95
Miscellaneous:
9781400835812 | New edition (Princeton Univ Pr, July 5, 2010), cover price $65.00
Product Description: 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...read more
Hardcover:
9781847202666 | Edward Elgar Pub, June 15, 2007, cover price $270.00 | About this edition: This major collection presents a careful selection of the most important published articles in the field of financial econometrics.
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