The Econometric Modelling of Financial Time Series
Edition: 3 edition
Publisher: Cambridge University Press
Published: April 30, 2008
Language: eng
Format: Hardcover
Number of pages: 376
ISBN-13: 9780521883818
Subjects: Business & Economics; Business / Economics / Finance; Business/Economics; Econometrics; Finance; Business & Economics / Econometrics
First sentence: The aim of this book is to provide the researcher in financial markets with the techniques necessary to undertake the empirical analysis of financial time series.