The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

by TerenceC.Mills (Author)

Synopsis

Provides detailed coverage of the models currently being used in the empirical analysis of financial markets.

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More Information

Format: Paperback
Pages: 255
Edition: New e.
Publisher: Cambridge University Press
Published: 20 Apr 1995

ISBN 10: 0521422574
ISBN 13: 9780521422574