TY - BOOK AU - Fan Jianqing AU - Yao Qiwei TI - Elements of financial econometrics SN - 9781107191174 (hbk) U1 - B280aX:8D, Q5 PY - 2015/// CY - Cambridge PB - Cambridge University Press KW - Factor pricing models KW - Linear time series models KW - Statistics N1 - References 366-374p.; Author index 375-377p.; Subject index 378-381p ER -