The international library of financial econometrics /
Lo, Andrew W.(Andrew Wen-Chuan)
Cheltenham : Edward Elgar,
c2007.
"An Elgar reference collection."
Includes bibliographical references and index.
v. 1. Statistical models of asset returns -- v. 2. Static asset-pricing models -- v. 3. Dynamic asset-pricing models -- v. 4. Continuous-time methods and market microstructure -- v. 5. Statistical methods and non-standard finance.
Finance
Business enterprises
Corporations
Stocks
Capital assets pricing model.