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Matches in SemOpenAlex for { <https://semopenalex.org/work/W570725838> ?p ?o ?g. }

• W570725838 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.
• W570725838 created "2016-06-24" @default.
• W570725838 creator A5049749417 @default.
• W570725838 date "2007-01-01" @default.
• W570725838 modified "2023-09-24" @default.
• W570725838 title "Statistical models of asset returns" @default.
• W570725838 hasPublicationYear "2007" @default.
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