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The Econometrics of Financial Markets
John Camp
tree W. La
A. GralgBacKinlay
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‘osama Nm nl Fina
Contents
binge pede puted et brite itiet ipo aE
B52 Telual sales
257 Pree oi Londen bene
4B Tess Por Luge Deprseaee
earl ofl gta Penne
2 Lestat eae
BA Rest pid Bate
LAS GumAumcoreiions al Cont
art Micosrutoee
mapetroncse ad
ALI A Mula! Nonamcheenone Taig
1 n5'2 Eeensiontand Cenvtaicauunn
32) Fhe tines pred
S21 Rien
1528 Gompencte atte ihc Spr
83" Mesteting meen te
LIT Misiaon
382 Roun and ser Ys
| S49 thetic Hobe sale!
se Honan
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1ST One ean Bent Sale
12" An Banyo: ln Eve Sey
23. leetor Mesrutg onal esfrnene
13% wrk Slt
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ess of Rand Wh 2 alps neremess
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og Slaton
15
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Seaasinean Analrng nani etre
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LED Stunt oye nf Me Re
LEM Aggrgatin falc! evn
ake the arsaypAno sneer eae
AA.6 Inferencer ai Cheer
eg te el ganine
Asie Paper
Nonperant ts
ChensSefounl Sates
nei
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Rencest HBBeieute Yeahovnees
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Be Meat plennsti
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woe Bachan
satin nd Feng
To ot ee ae
letairint ede qpenqnitts:
1am af Ro Ma ager Kets
44 Stepan af Fa
rosa Relais
THT toto hare Pies. iden. al ete
Export Ren
Presra i Rebsnns nd C3 See se let
BAL hangs Reger
Gueaen
ros Het
Ietereanport quia Mode
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say Me
bho Seahuos hala ho
Ae Raetnetn ant ion
Cnn
Wd Bate Comepe
TEL Tw exyceatens patois
U2 Hdd Specs terete Foren
UT Atbueticle Wodete
TLL AFicarbekate Saget actor Mode
HELE A Sretiootsieet aor Mode
1:2 ning ToorSuetrs Master Dar
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TLE Unita keener AB eld el
DeyedeniDeties i Moe Cre Si
PTET let bilabial
Pring Elena vba eerie
181 Peg ete Cure Ten Sac Lay
152 Forward anl Fete
BU33 Opin Bei a Terra Hoe
14 Caan
12 ontineaoin Pseaé Da
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1.1 Sons Pare Molle
13 Uniarate Levan Roa nea Steere
Beets rau Vous
1234 Uniasiae Mot
2222 eleva Mee
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1 12a) Kem tape
1233 aresye Dera eae
+3234 Appieaion: FronpaingSuteTace Danae
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2440 Matis Perse
52.49 lati Mas Prctnse
| 1842 Peron Pus Kogan
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ty Guotittne Banca cee
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MAEM stir ikl
Referees
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List of Figures
ovate dated Aceon
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Sample Path sa! onan Espa
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Resi i
List of Tables.
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When
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1
. Introduction,
“de sof her omprabe dcipins
fi i paral fhe
