@book {9400, title = {The Econometrics of Financial Markets}, year = {1997}, publisher = {Princeton University Press}, organization = {Princeton University Press}, address = {Princeton, NJ}, url = {https://press.princeton.edu/books/hardcover/9780691043012/the-econometrics-of-financial-markets}, author = {John Y. Campbell and Andrew W. Lo and A. Craig MacKinlay} }