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Econometrc Mdllng Financl Time 2ed

Econometrc Mdllng Financl Time 2ed

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Econometrc Mdllng Financl Time 2ed

by Mills

  • Used
  • very good
  • Paperback
Condition
Very Good
ISBN 10
0521624924
ISBN 13
9780521624923
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About This Item

Paperback. Very Good.

Synopsis

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 required 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.

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Details

Bookseller
World of Books Ltd GB (GB)
Bookseller's Inventory #
GOR004141598
Title
Econometrc Mdllng Financl Time 2ed
Author
Mills
Format/Binding
Paperback
Book Condition
Used - Very Good
Quantity Available
1
ISBN 10
0521624924
ISBN 13
9780521624923
Publisher
Cambridge University Press
This edition first published
September 28, 1999

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GORING BY SEA, West Sussex

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