The Econometric Modelling of Financial Time Series 3rd Edition Paperback

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9780521710091: The Econometric Modelling of Financial Time Series 3rd Edition Paperback

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.

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Review:

'A valuable textbook for a graduate course in the econometrics of financial modelling.' Svend Hylleberg, The Economic Journal

'A useful bridge between finance and the latest research in economic time series. It will serve as a reference for both academic researchers and quantitatively orientated financial practitioners … a useful package for someone wanting time series tools along with finance applications.' Blake LeBaron, Journal of Economic Literature

'Highly recommended …' The Times Higher Education Supplement

About the Author:

Terence C. Mills is Professor of Applied Statistics and Econometrics, Loughborough University. He is the co-editor of the Palgrave Handbook of Econometrics and has over 170 publications.

Raphael N. Markellos is Professor of Quantitative Finance at Athens University of Economics and Business, and Visiting Research Fellow at the Centre for International Financial and Economic Research (CIFER), Loughborough University.

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Mills; Markellos
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2008)
ISBN 10: 052171009X ISBN 13: 9780521710091
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2008. Paperback. Estado de conservación: New. 3rd Revised edition. 246 x 174 mm. Language: English . Brand New Book. Terence Mills best-selling graduate textbook provides detailed coverage of 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. This third edition, co-authored with Raphael Markellos, contains a wealth of 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. Nº de ref. de la librería AAZ9780521710091

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ISBN 10: 052171009X ISBN 13: 9780521710091
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Descripción Cambridge University Press 2008-03-20, Cambridge, 2008. paperback. Estado de conservación: New. Nº de ref. de la librería 9780521710091

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Mills; Markellos
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2008. Paperback. Estado de conservación: New. 3rd Revised edition. 246 x 174 mm. Language: English . Brand New Book. Terence Mills best-selling graduate textbook provides detailed coverage of 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. This third edition, co-authored with Raphael Markellos, contains a wealth of 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. Nº de ref. de la librería AAZ9780521710091

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Descripción Cambridge University Press. Paperback. Estado de conservación: new. BRAND NEW, The Econometric Modelling of Financial Time Series (3rd Revised edition), Terence C. Mills, Raphael N. Markellos, Terence Mills' best-selling graduate textbook provides detailed coverage of 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. This third edition, co-authored with Raphael Markellos, contains a wealth of 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. Nº de ref. de la librería B9780521710091

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Descripción Estado de conservación: New. Bookseller Inventory # ST052171009X. Nº de ref. de la librería ST052171009X

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Descripción Cambridge University Press, 2008. PAP. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería GB-9780521710091

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Descripción Cambridge University Press, 2008. Estado de conservación: New. 2008. 3rd Edition. Paperback. This third edition contains the latest research techniques and findings relating to the empirical analysis of financial markets. Num Pages: 472 pages, 85 b/w illus. 34 tables. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 246 x 175 x 24. Weight in Grams: 798. . . . . . . Nº de ref. de la librería V9780521710091

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Descripción Cambridge University Press, 2008. Paperback. Estado de conservación: New. Brand New Book. Shipping: Once your order has been confirmed and payment received, your order will then be processed. The book will be located by our staff, packaged and despatched to you as quickly as possible. From time to time, items get mislaid en route. If your item fails to arrive, please contact us first. We will endeavour to trace the item for you and where necessary, replace or refund the item. Please do not leave negative feedback without contacting us first. All orders will be dispatched within two working days. If you have any quesions please contact us. Nº de ref. de la librería V9780521710091

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Descripción Cambridge University Press, 2008. Estado de conservación: New. book. Nº de ref. de la librería ria9780521710091_rkm

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Descripción Cambridge University Press, 2008. PAP. Estado de conservación: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería LQ-9780521710091

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