The Econometrics of Financial Markets
by John Y. Campbell,Andrew W. Lo,A. Craig MacKinlay
ISBN 13: 9780691043012
Format: Hardcover (632 pages) Publisher: Princeton University Press Published: 29 Dec 1996
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A Non-Random Walk Down Wall Street
by Andrew W. Lo,A. Craig MacKinlay
ISBN 13: 9780691092560
Format: Paperback (448 pages) Publisher: Princeton University Press Published: 26 Dec 2001