The Econometric Modelling of Financial Time Series - Softcover

Mills, Terence C.

9780521710091: The Econometric Modelling of Financial Time Series

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ISBN 10: 052171009X ISBN 13: 9780521710091

Verlag: Cambridge University Press, 2008

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This third edition contains the latest research techniques and findings relating to the empirical analysis of financial markets.

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�ber die Autorin bzw. den 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.

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Verlag: Cambridge University Press
Erscheinungsdatum: 2008
Sprache: Englisch
ISBN 10: 052171009X
ISBN 13: 9780521710091
Einband: Taschenbuch
Auflage: 3
Anzahl der Seiten: 472
Kontakt zum Hersteller: Nicht verf�gbar
Verantwortliche Person: gpsr@libri.de
gpsr@libri.de

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The Econometric Modelling of Financial Time Series

Mills, Terence C.; Markellos, Raphael N.

Verlag: Cambridge University Press, 2008

ISBN 10: 052171009X ISBN 13: 9780521710091

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The Econometric Modelling of Financial Time Series

Mills, Terence C., Markellos, Raphael N.

Verlag: Cambridge University Press, 2008

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The Econometric Modelling of Financial Time Series

Mills, Terence C., Markellos, Raphael N.

Verlag: Cambridge University Press, 2008

ISBN 10: 052171009X ISBN 13: 9780521710091

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The Econometric Modelling of Financial Time Series

Mills, Terence C.

Verlag: Cambridge University Press, 2008

ISBN 10: 052171009X ISBN 13: 9780521710091

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Softcover. Zustand: Good. Minor wear. Some pages have highlighting (approximately 5% to 10% of the pages, mostly at the beginning of the book). Cover has few signs of wear. 30-day returns. Shipments destined outside Canada may be subject to duties where the customer resides. ; 6.69 X 1.07 X 9.61 inches; 472 pages; R0 2m/1.8m s0. Bestandsnummer des Verk�ufers 8604

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The Econometric Modelling of Financial Time Series

Mills, Terence C.

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ISBN 10: 052171009X ISBN 13: 9780521710091

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Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780521710091. Bestandsnummer des Verk�ufers 3980497

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The Econometric Modelling of Financial Time Series

Mills, Terence C.

Verlag: Cambridge University Press, 2012

ISBN 10: 052171009X ISBN 13: 9780521710091

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The Econometric Modelling of Financial Time Series

Mills, Terence C.

Verlag: Cambridge University Press, 2008

ISBN 10: 052171009X ISBN 13: 9780521710091

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The Econometric Modelling of Financial Time Series

Terence C. Mills, Raphael N. Markellos

Verlag: Cambridge University Press, GB, 2008

ISBN 10: 052171009X ISBN 13: 9780521710091

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Paperback. Zustand: 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. Bestandsnummer des Verk�ufers LU-9780521710091

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The Econometric Modelling of Financial Time Series (Paperback)

Raphael N. Markellos

Verlag: Cambridge University Press, Cambridge, 2008

ISBN 10: 052171009X ISBN 13: 9780521710091

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Paperback. Zustand: 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 multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verk�ufers 9780521710091

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