The Econometric Modelling of Financial Time Series (2nd Edition)
by Terence C. Mills, (1999)

Publisher: Cambridge University Press
ISBN: 0-521-62492-4
Pages: 380 pages
Price: £24.99+ p&p

Contents

Table of Content
Book Order Form
Table of Contents

1. Introduction

2. Univariate Linear Stochastic Models: basic concepts

3. Univariate Linear Stochastic Models: further topics

4. Univariate Non-linear Stochastic Models

5. Modelling return Distributions

6. Regression Techniques for Non-integrated Financial Time Series

7. Regression Techniques for Integrated financial Time Series

8. Further Topics in the Analysis of Integrated Financial Time Series

Data appendix

References