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The econometric modelling of financial time series

This work provides coverage of the variety of models that are currently being used in the empirical analysis of financial markets. Covering bond equity and foreign exchange markets, it is aimed at scholars and practitioners interested in research technique.

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  • "Econometric modeling of financial time series"
  • "Econometric Modelling of Financial Time Series"

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  • "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."
  • "This work provides coverage of the variety of models that are currently being used in the empirical analysis of financial markets. Covering bond equity and foreign exchange markets, it is aimed at scholars and practitioners interested in research technique."@en
  • "The latest research techniques and findings relating to the empirical analysis of financial markets."
  • "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 empirical analysis of financial markets. Data appendix available online at www.lboro.ac.uk/departments/ec/cup."@en
  • "Terence Mills' best-selling graduate textbook provides detailed coverage of the latest 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. The third edition, co-authored with Raphael Markellos, contains a wealth of new material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing."

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  • "Llibres electrònics"
  • "Diskette"
  • "Elektronische Publikation"
  • "Electronic books"@en
  • "Electronic books"

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  • "The econometric modeling of financial time series"
  • "The econometric modelling of financial time series"
  • "The econometric modelling of financial time series"@en
  • "Jin rong shi jian xu lie de jing ji ji liang xue mo xing"
  • "金融时间序列的经济计量学模型"
  • "金融时间序列的经济计量学模型 : 第二版"
  • "The econometric modelling of financial time series [Hauptbd.]"
  • "The Econometric modelling of financial time series"
  • "The Econometric Modelling of Financial Time Series"
  • "Econometric modelling of financial time series"@en
  • "Jin rong shi jian xu lie de jing ji ji liang xue mo xing : di er ban"

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