Ecnmtric Mdllg Financl Time Srs

By Terence C. Mills and Raphael N. Markellos

Book Overview

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0521422574
• ISBN13: 9780521422574
• Release Date: April 1995
• Publisher: Cambridge University Press
• Length: 255 Pages
• Weight: 0.80 lbs.
• Dimensions: 0.7" x 6.0" x 9.0"

Customer Reviews

it's a terrific book for non-linear time series analysis

This is a very compact, practical book. It edits in a very readable way. What I like it most is that it contributes to non-linear time series analysis a lot, whereas not too many other time series related books do. The real data in the appendix can be downloaded and played around by the readers. You will really have a great time to read it.