Campbell, John Y. The econometrics of financial markets / John Y Campbell,Andrew W Lo andA Craig MacKinlay. - / . - Princeton : Princeton University press , 2006. - xviii,609p. : charts.,tables ; 24cm . Includes bibliographical references and index ISBN: 8122417078 RS595.00 Subjects--Index Terms: ECONOMETRIES Dewey Class. No.: 330.015195 / CAM/E