The Econometric Modelling of Financial Time Series pdf epub mobi txt 電子書 下載 2024


The Econometric Modelling of Financial Time Series

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Mills, Terence C./ Markellos, Raphael N.
Cambridge University Press
2008-3-20
472
GBP 35.99
Paperback
9780521710091

圖書標籤: TimeSeries  金融  Textbook  Finance   


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发表于2024-11-10

The Econometric Modelling of Financial Time Series epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

The Econometric Modelling of Financial Time Series epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

The Econometric Modelling of Financial Time Series pdf epub mobi txt 電子書 下載 2024



圖書描述

Terence Mills' best-selling graduate textbook provides detailed coverage of the latest 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. The third edition, co-authored with Raphael Markellos, contains a wealth of new 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.

The Econometric Modelling of Financial Time Series 下載 mobi epub pdf txt 電子書

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The Econometric Modelling of Financial Time Series pdf epub mobi txt 電子書 下載
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