Lo, Andrew W.
著者名典拠詳細を表示
| 著者の属性 | 個人 |
|---|---|
| 一般注記 | SRC:The size and power of the variance ratio test in finite samples : a Monte Carlo investigation / Andrew W. Lo, A. Craig MacKinlay(National Bureau of Economic Research, 1988): t.p. (Andrew W. Lo) abstract (Dept. of Finance, The Wharton School, University of Pennsylvania) |
| コード類 | 典拠ID=1000011678 NCID=DA08421851 |
| 1 | The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay : cloth. - Princeton, N.J. : Princeton University Press , c1997 |