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The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

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The Econometric Modelling of Financial Time Series

by Terence C. Mills

  • Used
  • good
Condition
Good
ISBN 10
0521410487
ISBN 13
9780521410489
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About This Item

Cambridge University Press, 1994. Good. Former library book. Slight signs of wear on the cover. No dust jacket. Edition 1994. Ammareal gives back up to 15% of this book's net price to charity organizations.

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
AMMAREAL FR (FR)
Bookseller's Inventory #
C-167-411
Title
The Econometric Modelling of Financial Time Series
Author
Terence C. Mills
Book Condition
Used - Good
Quantity Available
1
Binding
Hardcover
ISBN 10
0521410487
ISBN 13
9780521410489
Publisher
Cambridge University Press
Date Published
1994

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About the Seller

AMMAREAL

Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
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Morangis

About AMMAREAL

Ammareal is a professional bookseller specialized in used books. We ship worldwide. We have more than 1 million books in stock, including a large number of technical and university-level books. We give back up to 15% of the price of each book to charities, libraries and organizations fighting in favor of literacy. What we do not sell, we give ; what we do not give, we recycle.

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Jacket
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