Terence C. Mills, Raphael N. Markellos

Broschiertes Buch

The Econometric Modelling of Financial Time Series

Beschreibung

This best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. The third edition contains a wealth of new material reflecting the developments of the last decade, including a new chapter on nonlinearity and its testing.

Autor

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.

Produktdetails

• Verlag: Cambridge University Press
• 3rd edition
• Seitenzahl: 472
• Erscheinungstermin: 18. September 2013
• Englisch
• Abmessung: 244mm x 170mm x 26mm
• Gewicht: 808g
• ISBN-13: 9780521710091
• ISBN-10: 052171009X
• Artikelnr.: 23437007