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