Raphael N Markellos (16 results)
- Softcover
Seller: Better World Books Ltd, Dunfermline, United KingdomBetter World Books Ltd
Contact seller5-star sellerCondition: Used - Very good
US$ 31.48
US$ 6.69 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Condition: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
- Softcover
Seller: Better World Books Ltd, Dunfermline, United KingdomBetter World Books Ltd
Contact seller5-star sellerCondition: Used - Good
US$ 31.48
US$ 6.69 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Condition: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller4-star sellerCondition: New
US$ 82.00
Free ShippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
- Softcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
US$ 85.37
Free ShippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Paperback. Condition: New. Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third…edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 75.67
US$ 16.03 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
US$ 104.48
US$ 3.99 shippingShips within U.S.A.Quantity: 4 available
Condition: New. pp. 472.
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 117.01
US$ 16.72 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Paperback. Condition: Brand New. 3rd edition. 456 pages. 9.75x6.75x1.25 inches. In Stock.
- Softcover
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
Contact seller5-star sellerCondition: New
US$ 129.83
US$ 6.95 shippingShips within U.S.A.Quantity: 1 available
paperback. Condition: New. In shrink wrap. Looks like an interesting title.
- Softcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
Contact seller5-star sellerCondition: New
US$ 81.44
US$ 86.96 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Paperback. Condition: New. Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third…edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.
- Softcover
Seller: The Book Spot, Sioux Falls, MN, U.S.A.The Book Spot
Contact seller5-star sellerCondition: New
US$ 180.00
Free ShippingShips within U.S.A.Quantity: 1 available
Paperback. Condition: New.
Published by Cambridge University Press (2008), Cambridge, 2008
- Softcover
Seller: Expatriate Bookshop of Denmark/John Jackson Books, Svendborg, DenmarkExpatriate Bookshop of Denmark/John Jackson Books
Contact seller5-star sellerCondition: Used
US$ 59.00
US$ 67.27 shippingShips from Denmark to U.S.A.Quantity: 1 available
Add to basket3rd Edition. orig.wrappers Minor rubbing. An ink mark to bottom page-edge. VG. 25x17cm, xii,456 pp., PAPERBACK. "Terence Mills' best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become r…equired reading for many graduate courses on the econometrics of financial modelling. The third edition, co-authored with Raphael Markellos,contains a wealth of new material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing" - Publisher' s description. Minor rubbing. An ink mark to bottom page-edge. VG.
- Softcover
- Print on Demand
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 67.88
US$ 16.72 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback. Condition: Brand New. 3rd edition. 456 pages. 9.75x6.75x1.25 inches. In Stock. This item is printed on demand.
- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
US$ 104.51
US$ 8.70 shippingShips from United Kingdom to U.S.A.Quantity: 4 available
Condition: New. Print on Demand pp. 472 Figures, 85 Illus.
- Softcover
- Print on Demand
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
Contact seller4-star sellerCondition: New
US$ 110.32
US$ 11.35 shippingShips from Germany to U.S.A.Quantity: 4 available
Condition: New. PRINT ON DEMAND pp. 472.
- Softcover
- Print on Demand
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
Contact seller5-star sellerCondition: New
US$ 82.67
US$ 49.50 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback. Condition: new. Paperback. Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling.…This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing. This best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. This third edition contains a wealth of material reflecting the developments of the last decade, including a new chapter on nonlinearity and its testing. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
- Softcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
US$ 80.58
US$ 55.86 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. This third edition contains a wealth of material r…eflecting the developments of the last d.
