Campbell John Y <br/><br/>
The econometrics of financial markets / 
John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. 
 - Princeton, N.J. :  Princeton University Press,  c1997. 
 - xviii, 611 p. :  ill. ;  24 cm. 
<br/><br/>Includes bibliographical references (p. 541-585) and indexes. 
<br/><br/><label>ISBN: </label>0691043019 (cloth : acid-free paper) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Capital market--Econometric models
<br/><br/><label>LC Class. No.: </label>HG4523 
<br/><br/><label>Dewey Class. No.: </label>332/.09414