The econometric modelling of financial time series

Main Author:	Mills, Terence C
Published:	New York: Cambridge University Press, 1993.
Subjects:	Stochastic processes Time-series analysis Finance -- > Econometric models

Similar Items

Analysis of financial time series
by: Tsay, Ruey S
Published: (2002)

Analysis of financial time series
by: Tsay, Ruey S

Marketing money : excelling in today's financial services
by: Furlong, Carla
Published: (1991)

Econometric analysis
by: Greene, William H.

Analysis of economic data
by: Koop, Gary
Published: (2005)

Applied time series analysis : a practical guide to modeling and forecasting
by: Mills, Terence C

Time series econometrics
by: Neusser, Klaus
Published: (2016)

Time series : applications to finance
by: Ngai, Hang Chan
Published: (2002)

Econometric modeling of China
Published: (2000)

Econometric models and economic forecasts
by: Pindyck, Robert S
Published: (1998)

A first course in stochastic models
by: Tijms, Henk C
Published: (2003)

Recent econometric techniques for macroeconomic and financial data

Stochastic modeling : a thorough guide to evaluate, pre-process, model and compare time series with MATLAB software
by: Bonakdari, Hossein

Marketing, sales and customer service
by: Russell-Jones, Neil
Published: (2003)

Quantitative finance
by: Mariani, Maria C
Published: (2020)

Differential models and neutral systems for controlling the wealth of nations
by: Chukwu, E.N
Published: (2001)

International trade theory : capital, knowledge, economic structure, money, and prices over time
by: Wei-Bin, Zhang
Published: (2008)

Econometric analysis of panel data
by: Baltagi, Badi H
Published: (2001)

Econometric analysis of panel data
by: Baltagi, Badi H
Published: (2008)

Applied spatial statistics and econometrics : data analysis in R
by: Kopczewska, Katarzyna

Selected papers of Lawrence R. Klein : theoretical reflections and econometric applications
by: Klein, Lawrence Robert
Published: (1997)

Statistical foundations for econometric techniques
by: Zaman, Asad
Published: (1996)

Introduction to econometrics
by: Maddala, G.S
Published: (2001)

Introduction to econometrics
by: Stock, James H
Published: (2008)

A guide to econometrics
by: Kennedy, Peter
Published: (2008)

Essentials of econometrics
by: Gujarati, Damodar N

Introduction to Econometrics
by: Stock, James H

Introduction to econometrics
by: Stock, James H

Introduction to econometrics
by: Stock, James H

Introduction to econometrics
by: Stock, James H.

Introduction to the mathematical and statistical foundations of econometrics
by: Bierens, Herman J
Published: (2004)

Introductory econometrics : a modern approach
by: Wooldridge, Jeffrey M

Introductory econometrics : a modern approach
by: Wooldridge, Jeffrey M

Introductory econometrics : a modern approach
by: Wooldridge, Jeffrey M

Econometrics
by: Baltagi, Badi H

Econometric methods
by: Johnston, J
Published: (1984)

Theory of econometrics : an introductory exposition of econometric methods
by: Koutsoyiannis, A
Published: (1973)

Econometric methods
by: Johnston, J.

Optimal portfolios : stochastic models for optimal investment and risk management in continuous time
by: Korn, Ralf
Published: (1997)

Principles of infinitesimal stochastic and financial analysis
by: Berg, Imme van den
Published: (2000)