ISBN: 9780521710091 - the econometric modelling of financial time series (25 resultados)

Condición: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condición: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Softcover. Condición: Good. Minor wear. Some pages have highlighting (approximately 5% to 10% of the pages, mostly at the beginning of the book). Cover has few signs of wear. 30-day returns. Shipments destined outside Canada may be subject to duties where the customer resides. ; 6.69 X 1.07 X 9.61 inches; 472 pages; R0 2m/1.8m s0.…

Paperback. Condición: Very Good. 3. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780521710091.

Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780521710091.

Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780521710091.

Paperback. Condición: New. 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.…

Condición: New.

Condición: New. In English.

Condición: New. pp. 472.

Paperback. Condición: Brand New. 3rd edition. 456 pages. 9.75x6.75x1.25 inches. In Stock.

paperback. Condición: New. In shrink wrap. Looks like an interesting title.

Condición: 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. . . . . . Books ship from the US and Ireland. …

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

Condición: 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. . . . . . …

Paperback. Condición: New. 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.…

Paperback. Condición: New.

PF. Condición: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Paperback / softback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Condición: New. Print on Demand pp. 472 Figures, 85 Illus.

Condición: New. PRINT ON DEMAND pp. 472.

Paperback. Condición: new. Paperback. 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 d.…

Taschenbuch. Condición: Neu. The Econometric Modelling of Financial Time Series | Terence C. Mills (u. a.) | Taschenbuch | Kartoniert / Broschiert | Englisch | 2013 | Cambridge University Press | EAN 9780521710091 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand. …