The Econometric Modelling of Financial Time Series

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The Econometric Modelling of Financial Time Series

By Terence C. Mills

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Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models used in the empirical analysis of financial markets. Data appendix available online at www.lboro.ac.uk/departments/ec/cup

Subject: Business & Economics -> Economics -> Forecasting/Econometrics

The Econometric Modelling of Financial Time Series
2nd edition
Publisher: Cambridge University Press 8/26/99
Imprint: Cambridge University Press
Language: English

ISBN 10: 0511035527
ISBN 13: 9780511035524
Print ISBN: 9780521624923

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