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

He has written couple of papers on the subject. Ravi Bansal is a professor of finance at the Fuqua School of Business, Duke University. Chair in Economics and economics professor at the USC Dornsife College of Letters, Arts and Sciences, has been a faculty member at USC since 2005 and is director of the USC Center for Applied Financial Economics. The conference will have a special session on the “Financial Econometrics of Asian Financial Markets”. I know him as he has written the famous book- Econometrics of Financial Markets. The best papers from this session will be published in a special issue of the Journal of Asian Economics. (JEL G0, G00, G1, G10 tion or output volatility) drive financial markets. Framework for analyzing financial markets. To the econometric methods used. A Solution Manual to The Econometrics of Financial Markets by Petr Adamek, John Y.