Campbell, John Y. The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. - Princeton, N.J. : Princeton University Press, c1997. - xviii, 611 p. : ill. ; 24 cm. ISBN: 0691043019 Subjects--Topical Terms: Capital market--Econometric models. Dewey Class. No.: 332.09414 / C2E3