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The Econometric Modelling of Financial Time Series

by Terence C. Mills
The Econometric Modelling of Financial Time Series - Thryft
The Econometric Modelling of Financial Time Series - Thryft

Advanced guide to analyzing financial markets empirically.

This book is a must-read for scholars, practitioners, and graduate students interested in advancing their understanding of the empirical analysis of financial markets. With comprehensive coverage of various models and techniques, this book provides a valuable resource for those looking to stay updated on the latest research findings in the field. Whether you want to explore linear and non-linear stochastic models, GARCH models, or regression models, this book offers detailed explanations and practical insights. Get ready to delve into the world of econometric modeling and enhance your knowledge of financial time series analysis.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.

The Econometric Modelling of Financial Time Series

by Terence C. Mills
ISBN: 9780521422574
Authors: Terence C. Mills
Publisher: Cambridge University Press
Date of Publication: 1995-04-28
Format: Paperback
Related Collections: Economics, Business
Related Topics: Finance, Economics, Finance, Economics, Technology
Goodreads rating: 4.0
(rated by 5 readers)

Description

This book provides detailed 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 wishing to acquire an understanding of the latest research techniques and findings in the field, and also at graduate students wishing to research in financial markets. The book is divided into two main sections, covering univariate models, and econometric and multivariate techniques respectively. In the former, the areas covered include linear and non-linear stochastic models, random walk, unit root tests, GARCH models, deterministic chaos, trend reversion, and bubbles. In the latter, regression models, time varying parameter models, the Kalman filter, vector autoregressions, present value models, and cointegration are discussed.
Condition guide

Book Condition Guide

Books in Like New Condition

This book may contain very minor cosmetic defects, but it is in pristine condition. There should be no yellowing, no foxing, no water damage, and no annotations of any kind on the cover and the pages. For paperbacks, there should not be any crease marks on the spine. This book is good as new — lucky you!

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Very Good Condition

This book has been used, but it is still in a clean condition. There should be no foxing or annotations of any kind on the inner pages, but a sparse amount may be present on the cover, title pages, or outside edges of the book. There should be no water damage of any kind. For paperbacks, there may be light crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Good Condition

We do our best to ensure the quality of our books, but there is no escaping the wear and tear that comes with time. Slight foxing and some annotations may be present on the pages and the cover. There should be no water damage of any kind. For paperbacks, there may be several crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Well Read Condition

This is a well-read book, which means that the previous owner probably really enjoyed it! The cover and pages may include moderate foxing and annotations, but the text is not obscured and still readable. Moderate cosmetic defects and minor water damage may be present on the edges of the book. For paperbacks, there may be multiple crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

 

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The Econometric Modelling of Financial Time Series - Thryft
The Econometric Modelling of Financial Time Series
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Advanced guide to analyzing financial markets empirically.

This book is a must-read for scholars, practitioners, and graduate students interested in advancing their understanding of the empirical analysis of financial markets. With comprehensive coverage of various models and techniques, this book provides a valuable resource for those looking to stay updated on the latest research findings in the field. Whether you want to explore linear and non-linear stochastic models, GARCH models, or regression models, this book offers detailed explanations and practical insights. Get ready to delve into the world of econometric modeling and enhance your knowledge of financial time series analysis.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.