Terence C. Mills Bücher

Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models currently used in the empirical analysis of financial markets. Covering bond, equity and financial markets, it is essential for scholars and practitioners wishing to acquire an understanding of the latest research techniques and findings in the field, and also graduate students wishing to research in financial markets. It provides many examples to illustrate techniques that are only just emerging in the technical literature.

Focusing on the evolution of econometric techniques, this second edition by Terence Mills delves into the advancements in modeling trends and cycles in economic time series since the 1970s. It emphasizes the diverse methodologies available and the critical factors influencing their selection, providing valuable insights for students and researchers in the field. The book reflects on nearly two decades of research, making it a comprehensive resource for understanding contemporary approaches to economic modeling.