Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (1997). The econometrics of financial markets. Princeton Univ. Press.
Chicago Style (17th ed.) CitationCampbell, John Y., Andrew W. Lo, and Archie Craig MacKinlay. The Econometrics of Financial Markets. Princeton, N. J: Princeton Univ. Press, 1997.
MLA (9th ed.) CitationCampbell, John Y., et al. The Econometrics of Financial Markets. Princeton Univ. Press, 1997.
Warning: These citations may not always be 100% accurate.