Econometric Modelling of Financial Time Series
Econometric Modelling of Financial Time Series
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  • Comments: 2008. 3rd Edition. Paperback. This third edition contains the latest research techniques and findings relating to the empirical analysis of financial markets. Num Pages: 472 pages, 85 b/w illus. 34 tables. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 246 x 175 x 24. Weight in Grams: 798. . . . . . We ship daily from our Bookshop.

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  • ISBN-13: 9780521710091
  • ISBN: 052171009X
  • Edition: 3
  • Publication Date:
  • Publisher: Cambridge University Press



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.Mills, Terence C. is the author of 'Econometric Modelling of Financial Time Series', published 2008 under ISBN 9780521710091 and ISBN 052171009X.

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