Fan, Jianqing,

Elements of financial Econometrics / Jianqing Fan, Princeton University, New Jersey, Qiwei Yao, London School of Economics and Political Science. - United Kingdom: Cambridge; 2017 - xii, 381 pages ; 25 cm

Includes bibliographical references (pages 366-374) and indexes.

9781107191174 (hardback : alk. paper)

2016056985


Finance--Econometric models.
Capital assets pricing model.

HG106 / .F36 2017

332.015195 FAN