عنوان
پدید آورنده
موضوع
رده
HG174 .M55 1999
HG174
.
M55
1999
کتابخانه
محل استقرار
0521624134
0521624924
9780521624138
9780521624923
b718248
The econometric modelling of financial time series /
[Book]
Terence C. Mills.
2nd ed.
New York :
Cambridge University Press,
1999.
viii, 372 pages :
illustrations ;
24 cm
Includes bibliographical references (pages 342-365) and index.
This revised graduate textbook provides coverage of the variety of models that are being used in the empirical analysis of financial markets in the late 1990s. It covers bond, equity and foreign exchange markets.
Finance-- Econometric models.
Stochastic processes.
Time-series analysis.
Finances-- Modèles économétriques.
Processus stochastiques.
Série chronologique.
Análise de séries temporais.
Econometria.
Econometrische modellen.
Estatística aplicada (economia)
Finance-- Econometric models.
Finance-- Econometric models.
Finances-- Modèles économétriques.
Financiën.
Processos estocasticos.
Processus stochastiques.
Séries chronologiques.
Stochastic processes.
Stochastic processes.
Stochastische modellen.
Tijdreeksen.
Time-series analysis.
Time-series analysis.
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HG174
.
M55
1999
83
.
03
bcl
Mills, Terence C.
20201208102412.0
مطالعه متن کتاب [Book]
Y
