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The econometrics of financial markets /

Campbell, John Y.

The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. - xviii, 611 p. : ill. ; 24 cm.

ISBN: 0691043019 (cloth : acid-free paper)

Subjects--Topical Terms:
Capital market--Econometric models

LC Class. No.: HG4523 / .C27 1997

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