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The Econometric Modelling of Financial Time Series
de Terence C. Mills
- Nuevo
- Tapa blanda
- Estado
- New
- ISBN 10
- 0521624924
- ISBN 13
- 9780521624923
- Librería
-
Exeter, Devon, United Kingdom
Formas de pago aceptadas
Sobre este artículo
Cambridge Univ Pr, 1999. Paperback. New. 2nd edition. 372 pages. 9.25x6.00x1.00 inches.
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
- Revaluation Books
(GB)
- Inventario del vendedor #
- 1-0521624924
- Título
- The Econometric Modelling of Financial Time Series
- Autor
- Terence C. Mills
- Formato/Encuadernación
- Tapa blanda
- Estado del libro
- Nuevo New
- Cantidad disponible
- 1
- ISBN 10
- 0521624924
- ISBN 13
- 9780521624923
- Editorial
- Cambridge Univ Pr
- Fecha de publicación
- 1999
Términos de venta
Revaluation Books
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Sobre el vendedor
Revaluation Books
Miembro de Biblio desde 2020
Exeter, Devon
Sobre Revaluation Books
General bookseller of both fiction and non-fiction.
Glosario
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- New
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