The Econometrics of Financial Markets
I will be using this book for:
1 total vote
Log in to remove ads

The Econometrics of Financial Markets

by John Y. Campbell, Andrew W. Lo, A. Craig Mackinlay, Andrew Y. Lo

Finance Economics Mathematics
1 Star 2 Star 3 Star 4 Star 5 Star
0.0 out of 5 stars (0 ratings)
View on Amazon View on BAM Trade it in for cash!

The Econometrics of Financial Markets presents a quantitative examination of financial markets through the lens of econometrics. Combining economics, finance, and mathematical analysis, this academic work offers readers a structured foundation for studying market data and financial behavior.

ISBN-13 9780691043012 ASIN 0691043019 Views 290 Publisher Princeton University Press Year 1996 Edition 2nd ed. Format Hardcover Product Group Book Pages 632 Adult No Created April 07, 2026 Updated October 27, 2026
About This Book

The Econometrics of Financial Markets examines the application of econometric analysis to financial markets.

The book connects economics, finance, and quantitative methods through its focus on measuring and interpreting financial market behavior.

Written by John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, and Andrew Y. Lo, it is suited to readers seeking a formal introduction to the subject.

Reviews

No reviews yet. Be the first to review this book!

Write a Review
I will be using this book for:
1 total vote