ISBN: 9780521710091 - the econometric modelling of financial time series (10 Ergebnisse)

Zustand: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Zustand: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Paperback. Zustand: Very Good. 3. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780521710091.

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780521710091.

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780521710091.

Zustand: New. In English.

Paperback. Zustand: Brand New. 3rd edition. 456 pages. 9.75x6.75x1.25 inches. In Stock.

Zustand: New. 2008. 3rd Edition. Paperback. This third edition contains the latest research techniques and findings relating to the empirical analysis of financial markets. Num Pages: 472 pages, 85 b/w illus. 34 tables. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 246 x 175 x 24. Weight in Grams: 798. . . . . . Books ship from the US and Ireland. …

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…