The Econometric Modelling of Financial Time Series
Language: en
Pages: 468
Authors: Terence C. Mills
Categories: Business & Economics
Type: BOOK - Published: 2008-03-20 - Publisher: Cambridge University Press

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Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial mar
Modeling Financial Time Series with S-PLUS
Language: en
Pages: 632
Authors: Eric Zivot
Categories: Business & Economics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

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The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat
Analysis of Financial Time Series
Language: en
Pages: 724
Authors: Ruey S. Tsay
Categories: Mathematics
Type: BOOK - Published: 2010-10-26 - Publisher: John Wiley & Sons

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This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of fin
Econometric Modelling with Time Series
Language: en
Pages: 925
Authors: Vance Martin
Categories: Business & Economics
Type: BOOK - Published: 2013 - Publisher: Cambridge University Press

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"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood p
Analysis of Financial Time Series
Language: en
Pages: 576
Authors: Ruey S. Tsay
Categories: Business & Economics
Type: BOOK - Published: 2005-09-15 - Publisher: John Wiley & Sons

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Provides statistical tools and techniques needed to understandtoday's financial markets The Second Edition of this critically acclaimed text provides acomprehen