The Econometric Modelling of Financial Time Series

by Terence C. Mills and Raphael N. Markellos

Book Overview

Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models currently used in the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 052171009X
• ISBN13: 9780521710091
• Release Date: April 2008
• Publisher: Cambridge University Press
• Length: 472 Pages
• Weight: 1.88 lbs.
• Dimensions: 1.1" x 6.9" x 9.7"

Customer Reviews

it's a terrific book for non-linear time series analysis

This is a very compact, practical book. It edits in a very readable way. What I like it most is that it contributes to non-linear time series analysis a lot, whereas not too many other time series related books do. The real data in the appendix can be downloaded and played around by the readers. You will really have a great time to read it.