The econometric modelling of financial time series
Terence C. Mills
| Year of publication: |
1993
|
|---|---|
| Authors: | Mills, Terence C. |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Ökonometrisches Modell | Econometric model | Finanzmarkt | Financial market | Volatilität | Volatility | Finanzmathematik | Zeitreihe |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | VIII, 247 S. : graph. Darst. + Disk |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-521-41048-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000876779