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The Econometric Modelling of Financial Time Series Mills, Terence C. (Loughborough University) 3 Revised edition
The Econometric Modelling of Financial Time Series
Mills, Terence C. (Loughborough University)
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.
472 pages, 85 b/w illus. 34 tables
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | March 20, 2008 |
| ISBN13 | 9780521710091 |
| Publishers | Cambridge University Press |
| Pages | 472 |
| Dimensions | 175 × 246 × 24 mm · 820 g |
| Language | English |