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2 Reviews
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12 of 13 people found the following review helpful:
2.0 out of 5 stars
Poorly Written and Unclear,
By
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This review is from: The Econometric Modelling of Financial Time Series (Paperback)
Obviously patched together from topics written over a period of time, this book is not cohesive nor understandable. Mills doesn't spend any words developing his topics nor explaning the development. Spend your resources on Hamilton's classic and great definative bible, Time Series Analysis instead.
15 of 21 people found the following review helpful:
5.0 out of 5 stars
it's a terrific book for non-linear time series analysis,
By Xiaodong Jin (USA) - See all my reviews
This review is from: The Econometric Modelling of Financial Time Series (Hardcover)
This is a very compact, practical book. It edits in a very readable way. What I like it most is that it contributes to non-linear time series analysis a lot, whereas not too many other time series related books do. The real data in the appendix can be downloaded and played around by the readers. You will really have a great time to read it.
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The Econometric Modelling of Financial Time Series by Terence C. Mills (Hardcover - September 28, 1999)
Used & New from: $18.49
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