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The econometric modelling of financial time series /
"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 financi...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2008.
|
| Edición: | 3rd ed. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Mills, Terence C. | |
| 245 | 1 | 4 | |a The econometric modelling of financial time series / |c Terence C. Mills, Raphael N. Markellos. |
| 250 | |a 3rd ed. | ||
| 260 | |a Cambridge, UK ; |a New York : |b Cambridge University Press, |c 2008. | ||
| 300 | |a 1 online resource (xii, 456 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 504 | |a Includes bibliographical references (pages 412-445) and index. | ||
| 505 | 0 | |a Univariate linear stochastic models: basic concepts -- Univariate linear stochastic models: testing for unit roots and alternative trend specifications -- Univariate linear stochastic models: further topics -- Univariate non-linear stochastic models: martingales, random walks and modelling volatility -- Univariate non-linear stochastic models: further models and testing procedures -- Modelling return distributions -- Regression techniques for non-integrated financial time series -- Regression techniques for integrated financial time series -- Further topics in the analysis of integrated financial time series. | |
| 520 | 1 | |a "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 modeling." "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 non-linear models that are used to analyse financial date 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."--Jacket | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Finance |x Econometric models. | |
| 650 | 0 | |a Time-series analysis. | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 2 | |a Stochastic Processes | |
| 650 | 6 | |a Finances |x Modèles économétriques. | |
| 650 | 6 | |a Série chronologique. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |x Econometric models. |2 fast |0 (OCoLC)fst00924377 | |
| 650 | 7 | |a Stochastic processes. |2 fast |0 (OCoLC)fst01133519 | |
| 650 | 7 | |a Time-series analysis. |2 fast |0 (OCoLC)fst01151190 | |
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| 650 | 7 | |a Econometria (modelos econométricos) |2 larpcal | |
| 650 | 7 | |a Finanças. |2 larpcal | |
| 700 | 1 | |a Markellos, Raphael N. | |
| 776 | 0 | 8 | |i Print version: |a Mills, Terence C. |t Econometric modelling of financial time series. |b 3rd ed. |d Cambridge, UK ; New York : Cambridge University Press, 2008 |z 9780521883818 |w (DLC) 2007048450 |w (OCoLC)174449703 |
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