- Hardcover: 384 pages
- Publisher: Cambridge University Press; 2 edition (September 28, 1999)
- Language: English
- ISBN-10: 0521624134
- ISBN-13: 978-0521624138
- Product Dimensions: 6 x 1.3 x 9 inches
- Shipping Weight: 1.4 pounds (View shipping rates and policies)
- Average Customer Review: 2 customer reviews
- Amazon Best Sellers Rank: #9,366,719 in Books (See Top 100 in Books)
Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.
To get the free app, enter your mobile phone number.
The Econometric Modelling of Financial Time Series 2nd Edition
Use the Amazon App to scan ISBNs and compare prices.
There is a newer edition of this item:
This month's Book With Buzz: "The Lying Game" by Ruth Ware
From the instant New York Times bestselling author of blockbuster thrillers "In a Dark, Dark Wood" and "The Woman in Cabin 10" comes Ruth Ware’s chilling new novel, "The Lying Game." See more
Customers who viewed this item also viewed
"The style is informal and non-rigorous...it can be read from cover to cover with relative ease and enjoyment, or more conventionally used as a reference." International Journal of Forecasting
"Provides the researcher in financial markets with the techniques necessary to undertake the empirical analysis of financial time series by indroducing and developing both univariate modeling techniques and multivariate methods, including those regression techniques for time series that seem to be particularly relevant to the finance area." Journal of Economic Literature
Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models currently used in the empirical analysis of financial markets. Covering bond, equity and financial markets, it is essential for scholars and practitioners wishing to acquire an understanding of the latest research techniques and findings in the field, and also graduate students wishing to research in financial markets. It provides many examples to illustrate techniques that are only just emerging in the technical literature.
Browse award-winning titles. See more