A non-random walk down Wall Street
By: Andrew W. Lo, A. Craig MacKinlay.
Contributors: MacKinlay, Archie Craig, 1955-.
Publisher: Princeton University Press
Published: 2002
Place of publication: Princeton, N.J
Language: eng
Number of pages: 424
Subjects: Stocks -- Prices -- Mathematical models.; Random walks (Mathematics)
Other titles: Non random walk down Wall Street
Notes: Originally published: 1999.

Includes bibliographical references (p. 395-415) and index.