The econometric modelling of financial time series
Terence C. Mills, Raphael N. Markellos
| Year of publication: |
2008 ; 3. ed.
|
|---|---|
| Authors: | Mills, Terence C. |
| Other Persons: | Markellos, Raphaēl N. (contributor) |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Ökonometrisches Modell | Econometric model | Finanzmarkt | Financial market | Stochastischer Prozess | Stochastic process | Theorie | Theory | Finanzwissenschaft | Stochastische Analysis |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XIII, 456 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index. - Previous ed.: 1999 |
| ISBN: | 0-521-88381-4 ; 0-521-71009-X ; 978-0-521-71009-1 ; 978-0-521-88381-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013500137