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The Econometric Modelling Of Financial Time Series

by Terence C. Mills, Terence C. (Loughborough University) Mills e Raphael N. Markellos
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, March of 2008 ‧
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This best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. This third edition contains a wealth of material reflecting the developments of the last decade, including a new chapter on nonlinearity and its testing.

The Econometric Modelling Of Financial Time Series

by Terence C. Mills, Terence C. (Loughborough University) Mills e Raphael N. Markellos

Property Description
ISBN: 9780521710091
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: March of 2008
Language: English
Cover: Softcover
Pages: 472
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9780521710091