The Econometric Modelling of Financial Time Series |
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| Author:
| Mills, Terence C.
Markellos, Raphael N. |
| ISBN: | 978-0-511-81738-0 |
| Publication Date: | Jun 2012 |
| Publisher: | Cambridge University Press
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| Book Format: | Digital (delivered electronically) |
| List Price: | AUD $270.00 |
Book Description:
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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.
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.