The econometric modelling of financial time series /
Mills, Terence C.
The econometric modelling of financial time series / - 3rd ed. - Cambridge, UK ; New York : Cambridge University Press, 2008. - xii, 456 p. :
Includes bibliographical references (p. 412-445) and index.
The textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets.
9780521710091 (pbk. : alk. paper) 052171009X (pbk. : alk. paper)
Finance
Time-series analysis.
Stochastic processes.
HG174 / .M55 2008
332.01'5195 / MIL
The econometric modelling of financial time series / - 3rd ed. - Cambridge, UK ; New York : Cambridge University Press, 2008. - xii, 456 p. :
Includes bibliographical references (p. 412-445) and index.
The textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets.
9780521710091 (pbk. : alk. paper) 052171009X (pbk. : alk. paper)
Finance
Time-series analysis.
Stochastic processes.
HG174 / .M55 2008
332.01'5195 / MIL