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The Econometric Modelling of Financial Time Series
de Mills, Terence C
- Nuevo
- Tapa dura
- Estado
- Nuevo
- ISBN 10
- 0521624134
- ISBN 13
- 9780521624138
- Librería
-
long island city, New York, United States
Formas de pago aceptadas
Sobre este artículo
Cambridge University Press, 1999-09-28. Hardcover. New. Excellent condition - hard bound, "The Econometric Modelling of Financial Time Series" Cambridge University Press
Sinopsis
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 required 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.
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Detalles
- Librería
- academybooks
(US)
- Inventario del vendedor #
- 59-4-econometric
- Título
- The Econometric Modelling of Financial Time Series
- Autor
- Mills, Terence C
- Formato/Encuadernación
- Tapa dura
- Estado del libro
- Nuevo
- Cantidad disponible
- 1
- ISBN 10
- 0521624134
- ISBN 13
- 9780521624138
- Editorial
- Cambridge University Press
- Fecha de publicación
- 1999-09-28
- X weight
- 23 oz
Términos de venta
academybooks
Returns need to be made within one week of receiving the order. The book needs to be in the same condition as when send out. Customer pays for return shipping costs, unless a listing error was made by the seller.
Sobre el vendedor
academybooks
Miembro de Biblio desde 2005
long island city, New York
Sobre academybooks
Academic Book Store
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