The econometric modelling of financial time series /
General Material Designation
[Book]
First Statement of Responsibility
Terence C. Mills.
EDITION STATEMENT
Edition Statement
2nd ed.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Cambridge University Press,
Date of Publication, Distribution, etc.
1999.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
viii, 372 pages :
Other Physical Details
illustrations ;
Dimensions
24 cm
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 342-365) and index.
SUMMARY OR ABSTRACT
Text of Note
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.