Financial modeling of the equity market : from CAPM to cointegration

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Financial modeling of the equity market : from CAPM to cointegration

Fabozzi, Frank J., 1948- ; Focardi, Sergio, Dr. ; Kolm, Petter N.

Type of material - book

Publication and manufacture - Hoboken, N.J. : Wiley, cop. 2006

Language - english

ISBN - 0-471-69900-4

COBISS.SI-ID - 1695447

Link(s):
http://www.loc.gov/catdir/enhancements/fy0645/2006295820-d.html

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Author
Fabozzi, Frank J., 1948- | Focardi, Sergio, Dr. | Kolm, Petter N.

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Univerzitetna knjižnica	available - outside loan, loan period: 21 days

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Univerzitetna knjižnica 336 FABOZZI, F.J. Financial IN: 01000012634	available - outside loan, loan period: 21 days

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Year	Impact factor		Edition		Category		Classification
Year	JCR	SNIP	JCR	SNIP	JCR	SNIP	JCR	SNIP

Links to authors' personal bibliographies	Links to information on researchers in the SICRIS system
Fabozzi, Frank J., 1948-
Focardi, Sergio, Dr.
Kolm, Petter N.

Source: Personal bibliographies and: SICRIS

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