Campbell, John Y. The econometrics of financial markets / John Y. Campbell, Andrew W. Lo, A. Craig McKinlay - 1a ed. - Princeton, New Jersey : Princeton University Press, 1997 - xviii, 611 p. : il. ; 24 cm. Bibliografía : p. 541-585 e índices ISBN: 0691043019 Subjects--Topical Terms: Mercado de capitales--Econometría LC Class. No.: HG4523 / C36 1997