The international library of financial econometrics / edited by Andrew W. Lo.

• Material Type: 図書
• ISBN: 9781847202628 (v. 1); 9781847202635 (v. 2); 9781847202642 (v. 3); 9781847202659 (v. 4); 9781847202666 (v. 5)
• ISBN (set): 9781843763420 (set)
• Title: The international library of financial econometrics / edited by Andrew W. Lo.
• Series Title: An Elgar reference collection
• Author Heading: Lo, Andrew Wen-Chuan ( 00929522 )Authorities
• Publication, Distribution, etc.: Cheltenham, Glos, UK : Edward Elgar; Northampton, MA : Edward Elgar
• Publication Date: c2007.
• Publication Date (W3CDTF): 2007
• Extent: 5 v. : ill. ; 25 cm.
• Alternative Title: Statistical models of asset returns; Static asset-pricing models; Dynamic asset-pricing models; Continuous-time methods and market microstructure; Statistical methods and non-standard finance
• Place of Publication (Country Code): GB
• Text Language Code: eng
• Subject Heading: Finance -- Econometric models.; Business enterprises -- Valuation -- Mathematical models.; Corporations -- Valuation -- Mathematical models.; Stocks -- Prices -- Mathematical models.; Capital assets pricing model.
• LCC: HG106
• DDC: 332.01/5195
• NDLC: DF111
• Note (Bibliography): Includes bibliographical references and indexes.
• Holding library: 国立国会図書館
• Call No.: DF111-B42
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000010656309; http://id.ndl.go.jp/bib/000010656309
• LC Control Number: 2009285637; https://lccn.loc.gov/2009285637
• OCLC No.: 145382965; https://www.worldcat.org/oclc/145382965
• Cataloging Rule: Anglo-American Cataloging Rules
• Bibliographic Record Category (NDL): 211

• Contents: v. 1. Statistical models of asset returnsv. 2. Static asset-pricing modelsv. 3. Dynamic asset-pricing models...