The Econometric Modelling of Financial Time Series : Third edition

The aim of this book is to provide the researcher in financial markets with the techniques necessary to undertake the empirical analysis of financial time series. To accomplish this aim we introduce and develop both univariate modelling techniques and multivariate methods, including those regress...

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Những tác giả chính: Mills, Terence C, Markellos, Raphael N
Định dạng: Sách
Ngôn ngữ:English
Được phát hành: Cambridge University Press 2013
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Truy cập trực tuyến:http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/35935
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spelling oai:scholar.dlu.edu.vn:DLU123456789-359352014-01-19T23:21:59Z The Econometric Modelling of Financial Time Series : Third edition Mills, Terence C Markellos, Raphael N Econometric Financial The aim of this book is to provide the researcher in financial markets with the techniques necessary to undertake the empirical analysis of financial time series. To accomplish this aim we introduce and develop both univariate modelling techniques and multivariate methods, including those regression techniques for time series that seem to be particularly relevant to the finance area. 2013-12-17T02:49:43Z 2013-12-17T02:49:43Z 2008 Book 978-0-511-38103-4 http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/35935 en application/pdf Cambridge University Press
institution Thư viện Trường Đại học Đà Lạt
collection Thư viện số
language English
topic Econometric
Financial
spellingShingle Econometric
Financial
Mills, Terence C
Markellos, Raphael N
The Econometric Modelling of Financial Time Series : Third edition
description The aim of this book is to provide the researcher in financial markets with the techniques necessary to undertake the empirical analysis of financial time series. To accomplish this aim we introduce and develop both univariate modelling techniques and multivariate methods, including those regression techniques for time series that seem to be particularly relevant to the finance area.
format Book
author Mills, Terence C
Markellos, Raphael N
author_facet Mills, Terence C
Markellos, Raphael N
author_sort Mills, Terence C
title The Econometric Modelling of Financial Time Series : Third edition
title_short The Econometric Modelling of Financial Time Series : Third edition
title_full The Econometric Modelling of Financial Time Series : Third edition
title_fullStr The Econometric Modelling of Financial Time Series : Third edition
title_full_unstemmed The Econometric Modelling of Financial Time Series : Third edition
title_sort econometric modelling of financial time series : third edition
publisher Cambridge University Press
publishDate 2013
url http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/35935
_version_ 1757654141433282560