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The Econometric Modelling of Financial Time Series

Terence C. Mills, Raphael N. Markellos




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 | #1048817 in eBooks |  2008-03-20 |  2008-03-20 | File type: PDF

|| |'A valuable textbook for a graduate course in the econometrics of financial modelling.' Svend Hylleberg, The Economic Journal

'A useful bridge between finance and the latest research in economic time series. It will serve as a reference for both aca

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...

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