The Econometric Modelling of Financial Time Series
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Published By Cambridge University Press

9780511754128

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Introduction

The Econometric Modelling of Financial Time Series ◽

10.1017/cbo9780511754128.002 ◽

2010 ◽

pp. 1-7

Author(s):

Terence C. Mills

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Univariate non-linear stochastic models

The Econometric Modelling of Financial Time Series ◽

10.1017/cbo9780511754128.005 ◽

2010 ◽

pp. 122-176

Author(s):

Terence C. Mills

Keyword(s):

Stochastic Models ◽

Non Linear

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Regression techniques for non-integrated financial time series

The Econometric Modelling of Financial Time Series ◽

10.1017/cbo9780511754128.007 ◽

2010 ◽

pp. 205-252

Author(s):

Terence C. Mills

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time ◽

Regression Techniques

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Preface to second edition

The Econometric Modelling of Financial Time Series ◽

10.1017/cbo9780511754128.001 ◽

2010 ◽

pp. vii-viii ◽

Cited By ~ 2

Author(s):

Terence C. Mills

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References

The Econometric Modelling of Financial Time Series ◽

10.1017/cbo9780511754128.011 ◽

2010 ◽

pp. 342-365

Author(s):

Terence C. Mills

Download Full-text

Modelling return distributions

The Econometric Modelling of Financial Time Series ◽

10.1017/cbo9780511754128.006 ◽

2010 ◽

pp. 177-204 ◽

Cited By ~ 3

Author(s):

Terence C. Mills

Keyword(s):

Return Distributions

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Univariate linear stochastic models: further topics

The Econometric Modelling of Financial Time Series ◽

10.1017/cbo9780511754128.004 ◽

2010 ◽

pp. 61-121

Author(s):

Terence C. Mills

Keyword(s):

Stochastic Models

Download Full-text

Univariate linear stochastic models: basic concepts

The Econometric Modelling of Financial Time Series ◽

10.1017/cbo9780511754128.003 ◽

2010 ◽

pp. 8-60

Author(s):

Terence C. Mills

Keyword(s):

Stochastic Models ◽

Basic Concepts

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Further topics in the analysis of integrated financial time series

The Econometric Modelling of Financial Time Series ◽

10.1017/cbo9780511754128.009 ◽

2010 ◽

pp. 306-339

Author(s):

Terence C. Mills

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time

Download Full-text

Regression techniques for integrated financial time series

The Econometric Modelling of Financial Time Series ◽

10.1017/cbo9780511754128.008 ◽

2010 ◽

pp. 253-305 ◽

Cited By ~ 3

Author(s):

Terence C. Mills

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time ◽

Regression Techniques

Download Full-text

The Econometric Modelling of Financial Time SeriesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Cambridge University Press

Introduction

Univariate non-linear stochastic models

Regression techniques for non-integrated financial time series

Preface to second edition

References

Modelling return distributions

Univariate linear stochastic models: further topics

Univariate linear stochastic models: basic concepts

Further topics in the analysis of integrated financial time series

Regression techniques for integrated financial time series

The Econometric Modelling of Financial Time Series
Latest Publications