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  <titleInfo>
    <nonSort>The </nonSort>
    <title>international library of financial econometrics</title>
  </titleInfo>
  <name type="personal">
    <namePart>Lo,Andrew W.</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
    </role>
  </name>
  <name type="personal">
    <namePart>Lo, Andrew W. (Andrew Wen-Chuan)</namePart>
  </name>
  <typeOfResource>text</typeOfResource>
  <genre authority="marc">bibliography</genre>
  <originInfo>
    <place>
      <placeTerm type="code" authority="marccountry">enk</placeTerm>
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    <place>
      <placeTerm type="text">Cheltenham, Glos, UK</placeTerm>
    </place>
    <place>
      <placeTerm type="text">Northampton, MA</placeTerm>
    </place>
    <publisher>Edward Elgar</publisher>
    <dateIssued>c2007</dateIssued>
    <dateIssued encoding="marc">2007</dateIssued>
    <issuance>monographic</issuance>
  </originInfo>
  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
  </language>
  <physicalDescription>
    <form authority="marcform">print</form>
    <extent>5 v. : ill. ; 25 cm.</extent>
  </physicalDescription>
  <tableOfContents>v. 1. Statistical models of asset returns -- v. 2. Static asset-pricing models -- v. 3. Dynamic asset-pricing models -- v. 4. Continuous-time methods and market microstructure -- v. 5. Statistical methods and non-standard finance.</tableOfContents>
  <note type="statement of responsibility">edited by Andrew W. Lo.</note>
  <note>Includes bibliographical references and index.</note>
  <subject authority="lcsh">
    <topic>Finance</topic>
    <topic>Econometric models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Business enterprises</topic>
    <topic>Valuation</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Corporations</topic>
    <topic>Valuation</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Stocks</topic>
    <topic>Prices</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Capital assets pricing model</topic>
  </subject>
  <classification authority="lcc">HG106 .I578 2007</classification>
  <classification authority="ddc" edition="22">332.01 AND</classification>
  <relatedItem type="series">
    <titleInfo>
      <title>An Elgar reference collection</title>
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  <relatedItem type="constituent">
    <titleInfo>
      <title>Statistical models of asset returns</title>
    </titleInfo>
  </relatedItem>
  <relatedItem type="constituent">
    <titleInfo>
      <title>Static asset-pricing models</title>
    </titleInfo>
  </relatedItem>
  <relatedItem type="constituent">
    <titleInfo>
      <title>Dynamic asset-pricing models</title>
    </titleInfo>
  </relatedItem>
  <relatedItem type="constituent">
    <titleInfo>
      <title>Continuous-time methods and market microstructure</title>
    </titleInfo>
  </relatedItem>
  <relatedItem type="constituent">
    <titleInfo>
      <title>Statistical methods and non-standard finance</title>
    </titleInfo>
  </relatedItem>
  <identifier type="isbn">9781843763420 (set)</identifier>
  <identifier type="isbn">1843763427 (set)</identifier>
  <identifier type="isbn">9781847202628 (v. 1)</identifier>
  <identifier type="isbn">1847202624 (v. 1)</identifier>
  <identifier type="isbn">9781847202635 (v. 2)</identifier>
  <identifier type="isbn">1847202632 (v. 2)</identifier>
  <identifier type="isbn">9781847202642 (v. 3)</identifier>
  <identifier type="isbn">1847202640 (v. 3)</identifier>
  <identifier type="isbn">9781847202659 (v. 4)</identifier>
  <identifier type="isbn">1847202659 (v. 4)</identifier>
  <identifier type="isbn">9781847202666 (v. 5)</identifier>
  <identifier type="isbn">1847202667 (v. 5)</identifier>
  <identifier type="lccn">2009285637</identifier>
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    <recordCreationDate encoding="marc">090428</recordCreationDate>
    <recordChangeDate encoding="iso8601">20181112080056.0</recordChangeDate>
    <recordIdentifier source="GCWUF">15717071</recordIdentifier>
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