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The Econometric Modelling of Financial Time Series Mills, Terence C. (Loughborough University) 3 Revised edition
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The Econometric Modelling of Financial Time Series
Mills, Terence C. (Loughborough University)
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.
472 pages, 85 b/w illus. 34 tables
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 20 de marzo de 2008 |
| ISBN13 | 9780521710091 |
| Editores | Cambridge University Press |
| Páginas | 472 |
| Dimensiones | 175 × 246 × 24 mm · 820 g |
| Lengua | Inglés |
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