Articoli correlati a The Econometric Modelling of Financial Time Series
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This third edition contains the latest research techniques and findings relating to the empirical analysis of financial markets.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sugli autori
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.
Raphael N. Markellos is Professor of Quantitative Finance at Athens University of Economics and Business, and Visiting Research Fellow at the Centre for International Financial and Economic Research (CIFER), Loughborough University.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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The Econometric Modelling of Financial Time Series
Editore:
Cambridge University Press, 2008
ISBN 10: 052171009X
ISBN 13: 9780521710091
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The Econometric Modelling of Financial Time Series
Editore:
Cambridge University Press, 2008
ISBN 10: 052171009X
ISBN 13: 9780521710091
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Da: Better World Books Ltd, Dunfermline, Regno Unito
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Condizione: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Codice articolo 12948763-6
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The Econometric Modelling of Financial Time Series
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Cambridge University Press, 2008
ISBN 10: 052171009X
ISBN 13: 9780521710091
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Softcover. Condizione: 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. Codice articolo 8604
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The Econometric Modelling of Financial Time Series
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Cambridge University Press (edition 3), 2008
ISBN 10: 052171009X
ISBN 13: 9780521710091
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Paperback. Condizione: Very Good. 3. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Codice articolo 052171009X-8-1
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The Econometric Modelling of Financial Time Series
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Cambridge University Press, 2008
ISBN 10: 052171009X
ISBN 13: 9780521710091
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Condizione: 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. Codice articolo 3980499
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The Econometric Modelling of Financial Time Series
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Cambridge University Press, 2013
ISBN 10: 052171009X
ISBN 13: 9780521710091
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Da: Anybook.com, Lincoln, Regno Unito
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Condizione: 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. Codice articolo 3980497
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The Econometric Modelling of Financial Time Series
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Cambridge University Press, 2012
ISBN 10: 052171009X
ISBN 13: 9780521710091
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Da: Anybook.com, Lincoln, Regno Unito
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Condizione: 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. Codice articolo 3980498
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The Econometric Modelling of Financial Time Series
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Condizione: New. Codice articolo I-9780521710091
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The Econometric Modelling of Financial Time Series
Editore:
Cambridge University Press, GB, 2008
ISBN 10: 052171009X
ISBN 13: 9780521710091
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Paperback. Condizione: 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. Codice articolo LU-9780521710091
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The Econometric Modelling of Financial Time Series
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Cambridge University Press 2008-03-20, 2008
ISBN 10: 052171009X
ISBN 13: 9780521710091
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Paperback. Condizione: New. Codice articolo 6666-IUK-9780521710091
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