The Econometric Modelling of Financial Time Series
Edition: 2 edition
Publisher: Cambridge University Press
Published: September 28, 1999
Language: eng
Format: Hardcover
Number of pages: 280
ISBN-13: 9780521624138
Subjects: Finance; Stochastic processes; Business & Economics; Business / Economics / Finance; Business/Economics; Time-series analysis; Econometrics; Business & Economics / Econometrics; Finance--Econometric models; Econometric models
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.