The econometric modelling of financial time series

著者

• Mills, Terence C.
• Markellos, Raphael N.

書誌事項

The econometric modelling of financial time series

Terence C. Mills, Raphael N. Markellos

Cambridge University Press, 2008

3rd ed

• : hbk
• : pbk

注記

Includes bibliographical references (p. 412-445) and index

• NII書誌ID(NCID): BA85571003
• ISBN:
  • 9780521883818
  • 9780521710091
• LCCN: 2007048450
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cambridge
• ページ数/冊数: xiii, 456 p.
• 大きさ: 26 cm
• 分類:
  • LCC : HG174
  • DC22 : 332.01/5195
• 件名:
  • LCSH : Finance -- Econometric models
  • LCSH : Time-series analysis
  • LCSH : Stochastic processes