Econometric modelling of financial time series, the
Auteur :
Mills, Terence C. / Markellos, Raphael N.
Éditeur :
Cambridge University Press
ISBN :
9780521710091
Date de publication :
20 mars 2008
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
750 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.