The econometric modelling of financial time series / Terence C. Mills.
Material type: TextPublisher: Cambridge, UK ; New York : Cambridge University Press, 1999Edition: Second editionDescription: viii, 372 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 0521624134
- 9780521624138
- 0521624924
- 9780521624923
- 332.015195 21
- HG174 .M55 1999
Contents:
1. Introduction -- 2. Univariate linear stochastic models: basic concepts -- 3. Univariate linear stochastic models: further topics -- 4. Univariate non-linear stochastic models -- 5. Modelling return distributions -- 6. Regression techniques for non-integrated financial time series -- 7. Regression techniques for integrated financial time series -- 8. Further topics in the analysis of integrated financial time series.
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 332.015195 MIL (Browse shelf(Opens below)) | 1 | Available | A416152B |
Includes bibliographical references and index.
1. Introduction -- 2. Univariate linear stochastic models: basic concepts -- 3. Univariate linear stochastic models: further topics -- 4. Univariate non-linear stochastic models -- 5. Modelling return distributions -- 6. Regression techniques for non-integrated financial time series -- 7. Regression techniques for integrated financial time series -- 8. Further topics in the analysis of integrated financial time series.
Machine converted from AACR2 source record.
There are no comments on this title.
Log in to your account to post a comment.