The econometric modelling of financial time series /
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TextPublication details: Cambridge, UK ; New York : Cambridge University Press, 2008.Edition: 3rd edDescription: xii, 456 pISBN: - 9780521710091 (pbk. : alk. paper)
- 052171009X (pbk. : alk. paper)
- 332.01'5195 MIL
- HG174 .M55 2008
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| 332.01'5195 HAN Handbook of financial econometrics / | 332.01'5195 HAN Handbook of heavy tailed distributions in finance / | 332.01'5195 LOS Financial market risk : | 332.01'5195 MIL The econometric modelling of financial time series / | 332.01'5195 NON Nonlinear financial econometrics : | 332.01'5195 SCH Quantitative finance for physicists : | 332.01'5195 STA Forerunners of modern financial economics : |
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.
rua 24/01/14
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