Statistical Methods and Non-standard Finance
| Author | : Andrew W. Lo |
| Publisher | : Edward Elgar Publishing |
| Total Pages | : 648 |
| Release | : 2007 |
| ISBN-10 | : 1847202667 |
| ISBN-13 | : 9781847202666 |
| Rating | : 4/5 (666 Downloads) |
Book Synopsis Statistical Methods and Non-standard Finance by : Andrew W. Lo
Download or read book Statistical Methods and Non-standard Finance written by Andrew W. Lo and published by Edward Elgar Publishing. This book was released on 2007 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: A selection of published articles in the field of financial econometrics. Starting with a review of the philosophical background, this collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, and market microstructure.
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