The Econometric Modelling of Financial Time Series 2024 pdf epub mobi 電子書 下載

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The Econometric Modelling of Financial Time Series pdf epub mobi 著者簡介

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The Econometric Modelling of Financial Time Series pdf epub mobi 圖書描述

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 modelling. 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 nonlinear models that are used to analyse financial data 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.

The Econometric Modelling of Financial Time Series 2024 pdf epub mobi 電子書 下載

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The Econometric Modelling of Financial Time Series pdf epub mobi 圖書目錄

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發表於2024-07-08

The Econometric Modelling of Financial Time Series 2024 pdf epub mobi 電子書 下載

The Econometric Modelling of Financial Time Series 2024 pdf epub mobi 電子書 下載

The Econometric Modelling of Financial Time Series 2024 pdf epub mobi 電子書 下載

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圖書標籤: TimeSeries  金融  Textbook  Finance   

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