Description
This third edition contains the latest research techniques and findings relating to the empirical analysis of financial markets.
About the Author
Terence C. Mills is Professor of Applied Statistics and Econometrics, Loughborough University. He is the co-editor of the Palgrave Handbook of Econometrics and has over 170 publications. Raphael N. Markellos is Professor of Quantitative Finance at Athens University of Economics and Business, and Visiting Research Fellow at the Centre for International Financial and Economic Research (CIFER), Loughborough University.
Reviews
'A valuable textbook for a graduate course in the econometrics of financial modelling.' Svend Hylleberg, The Economic Journal
'A useful bridge between finance and the latest research in economic time series. It will serve as a reference for both academic researchers and quantitatively orientated financial practitioners ... a useful package for someone wanting time series tools along with finance applications.' Blake LeBaron, Journal of Economic Literature
'Highly recommended ...' The Times Higher Education Supplement
Book Information
ISBN 9780521710091
Author Terence C. Mills
Format Paperback
Page Count 472
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 750g
Dimensions(mm) 246mm * 176mm * 28mm