Finance - Econometric models.

Econometric analysis of financial and economic time series by: Terrell, Dek; Fomby, Thomas B. (Language materials, printed)

Dynamic asset-pricing models by: Lo, Andrew W. (Language materials, printed)

The econometric modelling of financial time series by: Mills, Terence C.; Markellos, Raphael N. (Language materials, printed)

Statistical analysis of financial data in S-PLUS by: Carmona, Rere A. (Language materials, printed)

Continuous-time methods and market microstructure by: Lo, Andrew W. (Language materials, printed)

Financial econometrics by: Wang, Peijie (Language materials, printed)

Nonlinear modelling of high frequency financial time series by: Dunis, Christian; Zhou, Bin (Language materials, printed)

Static asset-pricing models by: Lo, Andrew W. (Language materials, printed)

Statistical methods and non-standard finance by: Lo, Andrew W. (Language materials, printed)

Statistical models of asset returns by: Lo, Andrew W. (Language materials, printed)