| Record ID | ia:econometricmodel0000mill_j1o3 |
| Source | Internet Archive |
| Download MARC XML | https://archive.org/download/econometricmodel0000mill_j1o3/econometricmodel0000mill_j1o3_marc.xml |
| Download MARC binary | https://www.archive.org/download/econometricmodel0000mill_j1o3/econometricmodel0000mill_j1o3_meta.mrc |
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008 981130s1999 enka b 001 0 eng
010 $a 98053587
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050 00 $aHG174$b.M55 1999
082 00 $a332/.01/5195$221
084 $a83.03$2bcl
100 1 $aMills, Terence C.
245 14 $aThe econometric modelling of financial time series /$cTerence C. Mills.
250 $a2nd ed.
260 $aCambridge, U.K. ;$aNew York :$bCambridge University Press,$c1999.
300 $aviii, 372 pages :$billustrations ;$c24 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
338 $avolume$bnc$2rdacarrier
504 $aIncludes bibliographical references (pages 342-365) and index.
505 00 $g1.$tIntroduction --$g2.$tUnivariate linear stochastic models: basic concepts --$g3.$tUnivariate linear stochastic models: further topics --$g4.$tUnivariate non-linear stochastic models --$g5.$tModelling return distributions --$g6.$tRegression techniques for non-integrated financial time series --$g7.$tRegression techniques for integrated financial time series --$g8.$tFurther topics in the analysis of integrated financial time series.
520 $aThis revised graduate textbook provides coverage of the variety of models that are being used in the empirical analysis of financial markets in the late 1990s. It covers bond, equity and foreign exchange markets.
650 0 $aFinance$xEconometric models.
650 0 $aTime-series analysis.
650 0 $aStochastic processes.
650 6 $aFinances$xMode les e conome triques.
650 6 $aSe rie chronologique.
650 6 $aProcessus stochastiques.
650 7 $aFinance$xEconometric models.$2fast$0(OCoLC)fst00924377
650 7 $aStochastic processes.$2fast$0(OCoLC)fst01133519
650 7 $aTime-series analysis.$2fast$0(OCoLC)fst01151190
650 17 $aFinancie n.$2gtt
650 17 $aTijdreeksen.$2gtt
650 17 $aStochastische modellen.$2gtt
650 17 $aEconometrische modellen.$2gtt
650 7 $aEconometria.$2larpcal
650 7 $aProcessos estocasticos.$2larpcal
650 7 $aAna lise de se ries temporais.$2larpcal
650 7 $aEstati stica aplicada (economia)$2larpcal
650 7 $aFinances$xMode les e conome triques.$2ram
650 7 $aSe ries chronologiques.$2ram
650 7 $aProcessus stochastiques.$2ram
856 41 $3Sample text$uhttp://catdir.loc.gov/catdir/samples/cam032/98053587.html
856 41 $3Table of contents$uhttp://catdir.loc.gov/catdir/toc/cam021/98053587.html
856 42 $3Publisher description$uhttp://catdir.loc.gov/catdir/description/cam029/98053587.html
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