24 September 2013

The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series free ebook download
Book Name:The Econometric Modelling of Financial Time Series free ebook download
Author:Terence C. Mills|Publisher:Cambridge University Press
ISBN: 052171009X | 470 pages | pdf | 2.7 MB

This is a very compact, practical book. It edits in a very readable way. What I like it most is that it contributes to non-linear time series analysis a lot, whereas not too many other time series related books do. The real data in the appendix can be downloaded and played around by the readers. You will really have a great time to read it.