The econometrics of financial markets

By John Y. Campbell

This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectr...

A non-random walk down Wall Street

By Andrew W. Lo

Solution Manual to the Econometrics of Financial Markets

By A. Craig MacKinlay, Andrew W. Lo, John Y. Campbell

Non Random Walk down Wall Street

By A. Craig MacKinlay, Andrew W. Lo

Non Random Walk down Wall Street

By A. Craig MacKinlay, Andrew W. Lo

Econometrics of Financial Markets

By A. Craig MacKinlay, Andrew W. Lo, John Y. Campbell

A Non-Random Walk Down Wall Street

By A. Craig MacKinlay, Andrew W. Lo

For over half a century financial experts have regarded the movements of markets as a random walk - unpredictable meanderings akin to a drunkard's unsteady gait - and this hypothesis has become a c...