Skip to content

THE ECONOMETRIC MODELLING OF FINANCIAL TIME SERIES

THE ECONOMETRIC MODELLING OF FINANCIAL TIME SERIES

THE ECONOMETRIC MODELLING OF FINANCIAL TIME SERIES
Stock Photo: Cover May Be Different

THE ECONOMETRIC MODELLING OF FINANCIAL TIME SERIES

by MILLS, TERENCE C.,

  • New
  • Hardcover
Condition
New/New
ISBN 10
0521624134
ISBN 13
9780521624138
Seller
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
New Delhi, India
2 Copies Available from This Seller
(You can add more at checkout.)
Item Price
$63.00
Or just $56.70 with a
Bibliophiles Club Membership
$10.00 Shipping to USA
Standard delivery: 7 to 12 days

More Shipping Options

Payment Methods Accepted

  • Visa
  • Mastercard
  • American Express
  • Discover
  • PayPal

About This Item

Cambridge University, 1999. 2nd. Hardcover. New/New.

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.

Reviews

(Log in or Create an Account first!)

You’re rating the book as a work, not the seller or the specific copy you purchased!

Details

Bookseller
DELHI BOOK STORE IN (IN)
Bookseller's Inventory #
AME_9780521624138
Title
THE ECONOMETRIC MODELLING OF FINANCIAL TIME SERIES
Author
MILLS, TERENCE C.,
Format/Binding
Hardcover
Book Condition
New New
Jacket Condition
New
Quantity Available
2
Edition
2nd
ISBN 10
0521624134
ISBN 13
9780521624138
Publisher
Cambridge University
Date Published
1999
Keywords
ECONOMETRICS THE ECONOMETRIC MODELLING OF FINANCIAL TIME SERIES

Terms of Sale

DELHI BOOK STORE

BOOKS CAN BE RETURNED IF IT IS UNOPENED OR SHRINK WRAP IS NOT BROKEN.

About the Seller

DELHI BOOK STORE

Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Biblio member since 2007
New Delhi

About DELHI BOOK STORE

Our prime concern is to make books available with its extensive choices of titles on all subjects for medicine, engineers, technocrats, corporates, scientists, academics, students, scholars and many more at attractive price range.

This Book’s Categories

tracking-