Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial ...
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Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.
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Add this copy of The Econometric Modelling of Financial Time Series to cart. $52.60, very good condition, Sold by Greenworld Books rated 5.0 out of 5 stars, ships from Arlington, TX, UNITED STATES, published 2008 by Cambridge University Press.
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Fast-Very good condition with a sturdy cover and clean pages. Lightly read and well cared for showing only minimal shelf wear. May contain a few small marks but remains a solid copy to enjoy. Supplemental items like CDs or access codes may not be included.
Add this copy of The Econometric Modelling of Financial Time Series to cart. $59.32, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2008 by Cambridge University Press.
Add this copy of The Econometric Modelling of Financial Time Series to cart. $67.80, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2012 by Cambridge University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 950grams, ISBN: 9780521710091.
Add this copy of The Econometric Modelling of Financial Time Series to cart. $72.19, new condition, Sold by Media Smart rated 3.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 2008 by Cambridge University Press CUP.
Add this copy of The Econometric Modelling of Financial Time Series to cart. $75.85, new condition, Sold by paragonbooks rated 4.0 out of 5 stars, ships from Clinton Township, MI, UNITED STATES, published 2008 by Cambridge University Press.
Add this copy of The Econometric Modelling of Financial Time Series to cart. $80.50, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2008 by Cambridge University Press.
