The Econometric Modelling of Financial Time Series

Mills, Terence C.; Markellos, Raphael N.

ISBN 10: 052171009X / ISBN 13: 9780521710091

Published by Cambridge University Press, 2008

About this Item

Seller Inventory # I-9780521710091

Bibliographic Details

• Title: The Econometric Modelling of Financial Time Series
• Publisher: Cambridge University Press
• Publication Date: 2008
• Language: English
• ISBN 10: 052171009X
• ISBN 13: 9780521710091
• Binding: Soft cover
• Edition: 3rd Edition
• Condition: New

About this title

Synopsis

This third edition contains the latest research techniques and findings relating to the empirical analysis of financial markets.

About the Authors

Terence C. Mills is Professor of Applied Statistics and Econometrics, Loughborough University. He is the co-editor of the Palgrave Handbook of Econometrics and has over 170 publications.

Raphael N. Markellos is Professor of Quantitative Finance at Athens University of Economics and Business, and Visiting Research Fellow at the Centre for International Financial and Economic Research (CIFER), Loughborough University.