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Econometric Modelling of Financial Time Series

Terence C. Mills

4/5 ( ratings)

Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models currently used in the empirical analysis of financial markets. Covering bond, equity and financial markets, it is essential for scholars and practitioners wishing to acquire an understanding of the latest research techniques and findings in the field, and also graduate students wishing to research in financial markets. It provides many examples to illustrate techniques that are only just emerging in the technical literature.

Language: English

Pages: 380

Format: Paperback

Publisher: Cambridge University Press

Release: September 28, 1999

ISBN: 0521624924

ISBN 13: 9780521624923

Econometric Modelling of Financial Time Series

Terence C. Mills

4/5 ( ratings)

Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models currently used in the empirical analysis of financial markets. Covering bond, equity and financial markets, it is essential for scholars and practitioners wishing to acquire an understanding of the latest research techniques and findings in the field, and also graduate students wishing to research in financial markets. It provides many examples to illustrate techniques that are only just emerging in the technical literature.

Language: English

Pages: 380

Format: Paperback

Publisher: Cambridge University Press

Release: September 28, 1999

ISBN: 0521624924

ISBN 13: 9780521624923

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