The Econometric Modelling of Financial Time Series

Terence C. Mills

ISBN 10: 0521624134 / ISBN 13: 9780521624138

Published by CAMBRIDGE UNIV PR, 2004

About this Item

Zustand: Sehr gut | Seiten: 384 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Seller Inventory # 2188714/2

Bibliographic Details

• Title: The Econometric Modelling of Financial Time Series
• Publisher: CAMBRIDGE UNIV PR
• Publication Date: 2004
• Language: English
• ISBN 10: 0521624134
• ISBN 13: 9780521624138
• Binding: Hardcover
• Edition: 2nd Edition
• Condition: Sehr gut
• Seller catalogs:
  • Bücher

About this title

Synopsis

Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models currently used in the empirical analysis of financial markets. Covering bond, equity and financial markets, it is essential for scholars and practitioners wishing to acquire an understanding of the latest research techniques and findings in the field, and also graduate students wishing to research in financial markets. It provides many examples to illustrate techniques that are only just emerging in the technical literature.

About the Author

Terence C. Mills is Professor of Applied Statistics and Econometrics, Loughborough University. He is the co-editor of the Palgrave Handbook of Econometrics and has over 170 publications.