The Econometric Modelling of Financial Time Series
Processus stochastiques
Modèles économétriques
Time-series analysis
Econometric models
Econometrics
Stochastic processes
Finances
Business
Finance
Nonfiction
Terence Mills' best-selling graduate textbook provides detailed coverage of the latest 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 modellin…
Read online
Reader not loading? Open it on Archive.org instead.
