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The econometrics of financial markets A. Craig MacKinlay, Andrew W. Lo, Andrew Y. Lo, John Y. Campbell
Publisher: PUP

The econometrics of financial markets. HI there This was just sent to QuantLabs.net Premium Membership which is only EXCLUSIVE to them. Reference text (not required): Campbell, J.Y., A. Everything from Dow theory to total Shorts/Total volume ratio, to market breadth indicators and everything in between. I encountered a similar dilemma when learning about the Variance-Ratio test in a book entitled The Econometrics of Financial Markets. Part Two: Econometrics And the Stock market. Luigi Bocola (Economics) is an empirical macroeconomist whose research interests include applied econometrics and macroeconomics of financial markets. The previous 20 a long time have seen an extraordinary growth in the use of quantitative techniques in monetary markets. Partial qualitative as well as quantitative agreement between the simulated asset returns distributions and the asset returns distributions of the real stock markets was found. Part one: Stock Market indicators.