Lo, Andrew W.
Overview
| Works: | 7 works in 7 publications in 1 languages | |
|---|---|---|
Titles
The econometrics of financial markets
by:
Lo, Andrew W.; MacKinlay, A. Craig; Campbell, John Y.
(Language materials, printed)
Statistical methods and non-standard finance
by:
Lo, Andrew W.
(Language materials, printed)
, [edited]
A non-random walk down Wall Street
by:
Lo, Andrew W.; MacKinlay, A. Craig
(Language materials, printed)
Continuous-time methods and market microstructure
by:
Lo, Andrew W.
(Language materials, printed)
, [edited]
Subjects
332.63222
332.015118
Stocks - Prices - Mathematical models.
Random walks(Mathematics)
Stocks - Prices - Mathematical model.
332.09414
Business enterprises - Valuation - Mathematical models.
Capital market - Econometric models.
Finance - Econometric models.
Corporations - Valuation - Mathematical models.
Capital assets pricing model.