The econometric modelling of financial time series / Terence C. Mills.
This revised graduate textbook provides coverage of the variety of models that are being used in the empirical analysis of financial markets in the late 1990s. It covers bond, equity and foreign exchange markets.
Saved in:
| Online Access: |
Full Text (via Cambridge) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge, U.K. ; New York :
Cambridge University Press,
1999.
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| Edition: | 2nd ed. |
| Subjects: |
| Summary: | This revised graduate textbook provides coverage of the variety of models that are being used in the empirical analysis of financial markets in the late 1990s. It covers bond, equity and foreign exchange markets. |
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| Physical Description: | 1 online resource (viii, 372 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 342-365) and index. |
| ISBN: | 9780511754128 0511754124 0511971605 9780511971600 0511050763 9780511050763 |
| DOI: | 10.1017/CBO9780511754128 |
| Language: | English. |
| Source of Description, Etc. Note: | Print version record. |