The Econometric Modelling Of Financial Time Series

by C, Mills Terence

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

Review this book and you'll be entered for a chance to win $50!

Available copies

cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Mills, Terence C

Seller
Sahafeyn Bookstore
Condition
New
ISBN
9780521710091
Item Price
$135.00

Show Details

Description:
Paperback. New.
Add to Wishlist
Item Price
$135.00
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Mills, Terence C.

Seller
Bonita
Condition
Good
ISBN
9780521710091
Item Price
$101.38

Show Details

Description:
Paperback. Good. Access codes and supplements are not guaranteed with used items.
Add to Wishlist
Item Price
$101.38
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Terence C. Mills

Seller
AMMAREAL
Published
1994
Condition
Good
ISBN
9780521410489
Item Price
$76.73

Show Details

Description:
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.
Add to Wishlist
Item Price
$76.73
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Mills, Terence C

Seller
GridFreed LLC
Published
1999-09-28
Condition
New
ISBN
9780521624923
Item Price
$64.41

Show Details

Description:
Cambridge University Press, 1999-09-28. Paperback. New.
Add to Wishlist
Item Price
$64.41
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Terence C. Mills

Seller
The Saint Bookstore
Condition
New
ISBN
9780521710091
Item Price
$59.43

Show Details

Description:
Paperback / softback. New. 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.
Add to Wishlist
Item Price
$59.43
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Mills, Terence C.

Seller
Bonita
Condition
Good
ISBN
9780521624923
Item Price
$53.05

Show Details

Description:
Paperback. Good. Access codes and supplements are not guaranteed with used items.
Add to Wishlist
Item Price
$53.05
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Mills, Terence C.

Seller
Bookbarn
Published
1999
Condition
Used; Very Good
Edition
2
ISBN
9780521624138
Item Price
$53.71

Show Details

Description:
Cambridge University Press, 1999. 2. Hardcover. Used; Very Good. Second edition. No dust jacket. Fast Dispatch. Expedited UK Delivery Available. Excellent Customer Service. Bookbarn International Inventory #2500601
Add to Wishlist
Item Price
$53.71
cover of THE ECONOMETRIC MODELLING OF FINANCIAL TIME SERIES

THE ECONOMETRIC MODELLING OF FINANCIAL TIME SERIES

by MILLS, TERENCE C.,

Seller
DELHI BOOK STORE
Published
1999
Condition
New
Edition
2nd
ISBN
9780521624138
Item Price
$50.00

Show Details

Description:
Cambridge University, 1999. 2nd. Hardcover. New/New.
Add to Wishlist
Item Price
$50.00
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Terence C. Mills

Seller
Ergodebooks
Published
1999-09-28
Condition
Used:Good
Edition
2
ISBN
9780521624138
Item Price
$49.23

Show Details

Description:
Cambridge University Press, 1999-09-28. 2. Hardcover. Used:Good.
Add to Wishlist
Item Price
$49.23
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Terence C. Mills

Seller
Ergodebooks
Published
1999-09-28
Condition
Good
ISBN
9780521624138
Item Price
$49.23

Show Details

Description:
Cambridge University Press, 1999-09-28. Hardcover. Good.
Add to Wishlist
Item Price
$49.23
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Mills, Terence C.

Seller
Greener Books Ltd
Published
10/21/1993
Condition
Used; Good
Edition
Har/Dis
ISBN
9780521410489
Item Price
$44.06

Show Details

Description:
Cambridge University Press, 10/21/1993. Har/Dis. Hardcover. Used; Good. stains on pages and the side. Ex Library Copy **WE SHIP WITHIN 24 HRS FROM LONDON, UK, 98% OF OUR ORDERS ARE RECEIVED WITHIN 7-10 DAYS. We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence!… Read more
Add to Wishlist
Item Price
$44.06
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Mills, Terence C

Seller
academybooks
Published
1999-09-28
Condition
New
ISBN
9780521624138
Item Price
$33.59

Show Details

Description:
Cambridge University Press, 1999-09-28. Hardcover. New. Excellent condition - hard bound, "The Econometric Modelling of Financial Time Series" Cambridge University Press
Add to Wishlist
Item Price
$33.59
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Terence C. Mills

Seller
Ergodebooks
Published
1999-09-28
Condition
Used:Good
Edition
2
ISBN
9780521624923
Item Price
$26.85

Show Details

Description:
Cambridge University Press, 1999-09-28. 2. Paperback. Used:Good.
Add to Wishlist
Item Price
$26.85
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Mills, Terence C.

Seller
Mom's Resale
Condition
New
ISBN
9780521624923
Item Price
$24.99

Show Details

Description:
Cambridge University Press. PAPERBACK. 0521624924 NEW! 2000 Soft Cover Edition. . New.
Add to Wishlist
Item Price
$24.99
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Mills, Terence C

Seller
BooksEntirely
Published
1999-09-28
Condition
Good
ISBN
9780521624923
Item Price
$23.95

Show Details

Description:
Cambridge University Press, 1999-09-28. Paperback. Good.
Add to Wishlist
Item Price
$23.95
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Mills, Terence C.

Seller
ACJBooks
Published
1995-04-28
Condition
Like New
ISBN
9780521422574
Item Price
$19.81

Show Details

Description:
Cambridge University Press, 1995-04-28. Paperback. Like New. 0.6614 in x 9.0118 in x 5.9488 in. This is a trade paperback.WITH DISK
Add to Wishlist
Item Price
$19.81
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Mills, Terence C

Seller
Mom's Resale
Published
1999-09-28
Condition
New
ISBN
9780521624923
Item Price
$15.99

Show Details

Description:
Cambridge University Press, 1999-09-28. Paperback. New. NEW! 2000 Soft Cover Edition.
Add to Wishlist
Item Price
$15.99
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Terence C. Mills

Seller
Ergodebooks
Published
1999-09-28
Condition
Good
ISBN
9780521624923
Item Price
$15.64

Show Details

Description:
Cambridge University Press, 1999-09-28. Paperback. Good.
Add to Wishlist
Item Price
$15.64
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Terence C. Mills

Seller
Ergodebooks
Published
1995-04-28
Condition
Good
ISBN
9780521422574
Item Price
$13.93

Show Details

Description:
Cambridge University Press, 1995-04-28. Paperback. Good.
Add to Wishlist
Item Price
$13.93
cover of Econometrc Mdllng Financl Time 2ed

Econometrc Mdllng Financl Time 2ed

by Mills

Seller
World of Books Ltd
Condition
Very Good
ISBN
9780521624923
Item Price
$2.09

Show Details

Description:
Paperback. Very Good.
Add to Wishlist
Item Price
$2.09
cover of The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by Terence C. Mills

Seller
Discover Books
Condition
GOOD
ISBN
9780521624923
Item Price
$1.46

Show Details

Description:
Cambridge University Press. Paperback. GOOD. Spine creases, wear to binding and pages from reading. May contain limited notes, underlining or highlighting that does affect the text. Possible ex library copy, will have the markings and stickers associated from the library. Accessories such as CD, codes, toys, may not be included.
Add to Wishlist
Item Price
$1.46