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The econometric modelling of financial time series / Terence C. Mills, Raphael N. Markellos.
Tipo de material:
TextoEditor: Cambridge, UK ; New York : Cambridge University Press, 2008Edición: 3rd edDescripción: xii, 456 páginas : ilustraciones ; 26 cmTipo de contenido: - texto
- no mediado
- volumen
- 052171009X
- 9780521710091
- 332.01 M657e 2008
Contenidos:
Univariate linear stochastic models: basic concepts -- Univariate linear stochastic models: testing for unit roots and alternative trend specifications -- Univariate linear stochastic models: further topics -- Univariate non-linear stochastic models: martingales, random walks and modelling volatility -- Univariate non-linear stochastic models: further models and testing procedures -- Modelling return distributions -- Regression techniques for non-integrated financial time series -- Regression techniques for integrated financial time series -- Further topics in the analysis of integrated financial time series.
| Tipo de ítem | Biblioteca actual | Colección | Signatura topográfica | Estado | Notas | Fecha de vencimiento | Código de barras | Reserva de ítems | |
|---|---|---|---|---|---|---|---|---|---|
| Libro | Biblioteca Central | Colección General | 332.01 M657e 2008 (Navegar estantería(Abre debajo)) | Disponible | GEN | 33409002771347 |
Total de reservas: 0
Incluye bibliografía. (p. 412-445).
Univariate linear stochastic models: basic concepts -- Univariate linear stochastic models: testing for unit roots and alternative trend specifications -- Univariate linear stochastic models: further topics -- Univariate non-linear stochastic models: martingales, random walks and modelling volatility -- Univariate non-linear stochastic models: further models and testing procedures -- Modelling return distributions -- Regression techniques for non-integrated financial time series -- Regression techniques for integrated financial time series -- Further topics in the analysis of integrated financial time series.
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