The Econometric Modelling of Financial Time Series - Rilegato

Mills, Terence C.

Rilegato

ISBN 10: 0521624134 ISBN 13: 9780521624138

Casa editrice: Cambridge University Press, 1999

Riassunto

Fully revised second edition of the best-selling graduate and practitioner text.

Su questo libro

Recensione

From the reviews of previous editions: 'A valuable textbook for a graduate course in the econometrics of financial modelling.' Svend Hylleberg, The Economic Journal

'A useful bridge between finance and the latest research in economic time series. It will serve as a reference for both academic researchers and quantitatively orientated financial practitioners ... a useful package for someone wanting time series tools along with finance applications.' Blake LeBaron, Journal of Economic Literature

'There has been a great deal of empirical work on financial time series in recent years, which has utilized an enormous variety of statistical models. This book provides a coherent introduction to many of these models, some of which are of quite recent origin. The book will certainly be of value to practitioners as well as to students.' Short Book Reviews

Descrizione del libro

Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models used in the empirical analysis of financial markets. Data appendix available online at www.lboro.ac.uk/departments/ec/cup

Dettagli dell'edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 1999
• Lingua: Inglese
• ISBN 10: 0521624134
• ISBN 13: 9780521624138
• Rilegatura: Copertina rigida
• Numero edizione: 2
• Numero di pagine: 384
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia