The Econometric Modelling of Financial Time Series - Image 1

£42.00

Cambridge University Press The Econometric Modelling of Financial Time Series

Name: The Econometric Modelling of Financial Time Series
Brand: Cambridge University Press
Price: 42.0 GBP
Availability: InStock

Illustrated

Econometrics

This is the usual price. Wait for it to drop, or tell us your number.

£42 today · usual range £0–£0 · best ever £39

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 640 days • 640 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 640 days • 5 price levels

Days at Price

Current Price

Price Analysis

Most common price: £42 (233 days, 36.4%)

Price range: £39 - £43

Price levels: 5 different prices over 640 days

Description

Terence Mills' best-selling graduate textbook provides detailed coverage of 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. This third edition, co-authored with Raphael Markellos, contains a wealth of 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.

Key Features

New

Mint Condition

Dispatch same day for order received before 12 noon

Guaranteed packaging

No quibbles returns

Product Specifications

Brand: Cambridge University Press
Model: Illustrated
Format: paperback
ASIN: 052171009X
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 20 March 2008
Listed Since: 28 September 2007

Barcode

No barcode data available

Cambridge University Press The Econometric Modelling of Financial Time Series

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Essentials of Time Series for Financial Applications

Analysis of Financial Time Series (Wiley Series in Probability and Statistics)

Time Series Techniques for Economists

Nonlinear Modelling of High Frequency Financial Time Series (Financial Economics and Quantitative Analysis Series)

Handbook of Financial Time Series

Handbook of Financial Time Series

Time Series Models: In Econometrics, Finance And Other Fields (Chapman & Hall/Crc Monographs On Statistics & Applied Probability): 65

Multivariate Time Series Analysis: With R and Financial Applications (Wiley Series in Probability and Statistics)

Time Series Analysis

Time Series and Dynamic Models (Themes in Modern Econometrics)

Financial Econometrics (Routledge Advanced Texts in Economics and Finance)

Statistics for Finance: Texts in Statistical Science (Chapman & Hall/CRC Texts in Statistical Science)

The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications: 206 (Frank J. Fabozzi Series)

Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)

Time Series Analysis: Nonstationary and Noninvertible Distribution Theory: 4 (Wiley Series in Probability and Statistics)

Machine Learning and AI in Finance

Financial Econometrics: From Basics to Advanced Modeling Techniques: 150 (Frank J. Fabozzi Series)

Statistical Analysis of Financial Data: With Examples In R (Chapman & Hall/CRC Texts in Statistical Science)

Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics: 12 (Bocconi & Springer Series, 12)

Financial Econometrics – Problems, Models, and Methods: 2 (Princeton Series in Finance)

Statistische Verfahren für Diffusionsprozesse mit Anwendung auf stochastische Zinsmodelle der Finanzmathematik

Econometric Analysis of Financial and Economic Time Series: Part a: 20, Part A (Advances in Econometrics, 20, Part A)

Financial Econometrics: Problems, Models, and Methods: 2 (Princeton Series in Finance)

Machine Learning in Finance: From Theory to Practice