Raphael n markellos (16 risultati)
- Brossura
Da: Better World Books Ltd, Dunfermline, Regno UnitoBetter World Books Ltd
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 28,43
EUR 5,87 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
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.
- Brossura
Da: Better World Books Ltd, Dunfermline, Regno UnitoBetter World Books Ltd
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 28,43
EUR 5,87 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Condizione: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
- Brossura
Da: California Books, Miami, FL, U.S.A.California Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 74,07
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
- Brossura
Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 77,12
Spedizione gratuitaSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
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.
- Brossura
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 66,36
EUR 14,06 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In.
- Brossura
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 94,38
EUR 3,50 spedizioneSpedito in U.S.A.Quantità: 4 disponibili
Condizione: New. pp. 472.
- Brossura
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 102,62
EUR 14,67 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Paperback. Condizione: Brand New. 3rd edition. 456 pages. 9.75x6.75x1.25 inches. In Stock.
- Brossura
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 117,28
EUR 6,10 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
paperback. Condizione: New. In shrink wrap. Looks like an interesting title.
- Brossura
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 71,42
EUR 76,27 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
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.
- Brossura
Da: The Book Spot, Sioux Falls, MN, U.S.A.The Book Spot
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 162,60
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Paperback. Condizione: New.
Editore: Cambridge University Press (2008), Cambridge, 2008
- Brossura
Da: Expatriate Bookshop of Denmark/John Jackson Books, Svendborg, DanimarcaExpatriate Bookshop of Denmark/John Jackson Books
Contatta il venditoreVenditore con 5 stelleCondizione: Usato
EUR 53,30
EUR 59,00 spedizioneSpedito da Danimarca a U.S.A.Quantità: 1 disponibili
Aggiungi al carrello3rd Edition. orig.wrappers Minor rubbing. An ink mark to bottom page-edge. VG. 25x17cm, xii,456 pp., PAPERBACK. "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 r…equired 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" - Publisher' s description. Minor rubbing. An ink mark to bottom page-edge. VG.
- Brossura
- Print on Demand
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 59,54
EUR 14,67 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: Brand New. 3rd edition. 456 pages. 9.75x6.75x1.25 inches. In Stock. This item is printed on demand.
- Brossura
- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 94,41
EUR 7,63 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand pp. 472 Figures, 85 Illus.
- Brossura
- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 93,93
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New. PRINT ON DEMAND pp. 472.
- Brossura
- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 72,50
EUR 43,41 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: 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 our UK warehouse or from our Australian or US warehouses, depending on stock availability.
- Brossura
- Print on Demand
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 68,61
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 d.
