Full Product Details
Author: Terence C. Mills (Loughborough University) ,
Raphael N. Markellos
Publisher: Cambridge University Press
Imprint: Cambridge University Press (Virtual Publishing)
Edition: 3rd Revised edition
ISBN: 9780511817380
ISBN 10: 051181738
Publication Date: 05 June 2012
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Undefined
Publisher's Status: Active
Availability: Available To Order
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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
'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
'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
'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 ...' Times Higher Education
Author Information
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.
