MARC Record from marc_overdrive

LEADER: 02185nam 2200253Ka 4500
008 000000s2008 nyu s 000 0 eng d
040 $aTEFOD$cTEFOD
006 m d
007 cr cn---------
020 $a9780511381034 (electronic bk. : Adobe Digital Editions)
037 $bOverDrive, Inc.$nhttp://www.overdrive.com
100 1 $aMills, Terence C $q(Terence C Mills).
245 14 $aThe Econometric Modelling of Financial Time Series$h[electronic resource].
260 $a :$bCambridge University Press,$c2008.
500 $aTitle from eBook information screen.
520 $aTerence Mills' best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. The third edition, co-authored with Raphael Markellos, contains a wealth of new material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.
533 $aElectronic reproduction.$b :$cCambridge University Press,$d2008.$nRequires Adobe Digital Editions (file size: 3175 KB).
538 $aRequires Adobe Digital Editions (file size: 3175 KB).
653 #0 $aBusiness
653 #0 $aNonfiction
655 7 $aElectronic books.$2local
856 4 $uhttp://search.overdrive.com/SearchResults.aspx?ReserveID={49DE2A56-0CD2-4FA5-A9FC-31886AE36CDA}$zClick for library availability
856 4 $uhttp://www.librarybin.com/ContentDetails.htm?ID=49DE2A56-0CD2-4FA5-A9FC-31886AE36CDA$zClick to purchase
856 4 $3Image$uhttp://images.contentreserve.com/ImageType-100/0006-1/{49DE2A56-0CD2-4FA5-A9FC-31886AE36CDA}Img100.jpg