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.