Statistical models of asset returns

Statistical models of asset returns

Bibliographische Detailangaben
Weitere Verfasser: Lo, Andrew W. (Andrew Wen-Chuan)
Format: Buch
Sprache:English
Veröffentlicht: Cheltenham, Gloscester [England] Edward Elgar 2007.
Schriftenreihe:The International library of financial econometrics
An Elgar reference collection
Schlagworte:
Rate of return > Statistical methods.
Investments > Statistical methods.
Portfolio management > Statistical methods.
Econometrics.