Econometric Modelling of Financial Time Series

Auteur: Mills, Terence C. (Loughborough University)
Editeur: Cambridge University Press
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.
Sur commande
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.
ISBN / EAN 9780521883818
Auteur Mills, Terence C. (Loughborough University)
Editeur Cambridge University Press