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- W423497316 abstract "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. Andrew Lo - one of the world's leading financial economists - has written an authoritative introduction, which offers a comprehensive overview of the subject and complements his selection." @default.
- W423497316 created "2016-06-24" @default.
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- W423497316 date "2007-01-01" @default.
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- W423497316 title "Dynamic asset-pricing models" @default.
- W423497316 hasPublicationYear "2007" @default.
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