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Nội dung chi tiết: cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoa

cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoa

Terence c Mills andRaphael N. MarkellosThe Econometric Modelling of Financial Time SeriesThird Editionc*.*11'The Econometric Modelling of Financial Ti

cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoaime SeriesTerence Mills’ best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empi

rical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financia cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoa

l modelling.This third edition, co-authored with Raphael Markellos, contains a wealth of new material reflecting the developments of the last decade.

cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoa

Particular attention is paid to the wide range of non linear models that are used to analyse financial data observed at high frequencies and to the lo

Terence c Mills andRaphael N. MarkellosThe Econometric Modelling of Financial Time SeriesThird Editionc*.*11'The Econometric Modelling of Financial Ti

cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoas has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accom panied by a ne

w chapter on non-linearity and its testing.Terence c. Mills is Professor of Applied Statistics and Econometrics at Lough borough University, ile is th cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoa

e co-edilor of the Palgrave Handbook of Econometrics and has over 170 publications.Raphael N. Markellos is Senior lecturer in Quantitative finance at

cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoa

Athens University of Economics and Business, and Visiting Research Fellow at the Centre for International Financial and Economic Research (C1FER), Lou

Terence c Mills andRaphael N. MarkellosThe Econometric Modelling of Financial Time SeriesThird Editionc*.*11'The Econometric Modelling of Financial Ti

cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoaartment of EconomicsLoughborough UniversityRaphael N. MarkellosSenior Lecturer in Quantitative FinanceDepartment of Management Science and TechnologyA

thens University ol Economics and Businessra Cambridgev-'v-V UNIVERSITY PRESSCAMBRIDGE UNIVERSITY PRESSCambridge, New York, Melbourne, Madrid, Cape To cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoa

wn, Singapore, São PauloCambridge University Pressrhe Edinburgh Building. Cambridge CB2 8RU, UKPublished in rhe United States of America by Cambridge

cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoa

University Press, New York www.cainbridge.orgInformation on this title: www.cambridgc.org/9780521883818© Terence c. Mills and Raphael N. Markellos 200

Terence c Mills andRaphael N. MarkellosThe Econometric Modelling of Financial Time SeriesThird Editionc*.*11'The Econometric Modelling of Financial Ti

cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoa any part may Hike place without rhe written permission of Cambridge University Press.I'irst published in print format 2008ISBN-13 978-0-511 -38103-dI

SBN-13 978-0-521-88381-8 cambridge university press the econometric modelling of financial time series apr 2008 kho tài liệu bách khoa

Terence c Mills andRaphael N. MarkellosThe Econometric Modelling of Financial Time SeriesThird Editionc*.*11'The Econometric Modelling of Financial Ti

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