The Econometric Modelling of Financial Time Series

二月 26, 2009

Authors: Terence C. Mills and Raphael N. Markellos

Edition: Third

Publisher: Cambridge University Press

Pages: 468

Price: £65.00 and £25.99

ISBN 9780521883818 and 710091

This new edition of a well-established text has now acquired a second author as well as another 100 pages. What started out as a work of half the length, which could be absorbed almost in its entirety over a one-semester course, has now become another weighty work of reference. Never mind. While I liked the concise original, this remains an up-to-date and very readable intermediate text.

Who is it for? Graduate students and practitioners of financial econometrics.

Presentation: A good mix of theory and empirical examples.

Would you recommend it? Highly. In the previous editions, this has been my favourite text for applied time series courses.

Please Login or Register to read this article.




  • 获得编辑推荐文章
  • 率先获得泰晤士高等教育世界大学排名相关的新闻
  • 获得职位推荐、筛选工作和保存工作搜索结果
  • 参与读者讨论和公布评论