1. The econometric modelling of financial time series
Title | The econometric modelling of financial time series |
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Author info | Terence C. Mills and Raphael N. Markellos |
Author | Mills Terence C. |
Co-authors | Markellos Raphael N. |
Issue data | New York : Cambridge University Press , 2008. - 456 s. |
Issue | 3rd ed. |
ISBN | 978-0-521-71009-1 |
Document kind | textbooks |
Language | English |
Country of Edition | United States of America |
systematics | 519.86 - Teória ekonomicko-matematických modelov |
Keywords | modelovanie ekonometrické * rady časové * financie * modely lineárne * modely nelineárne * modely stochastické * distribúcia * analýzy * regresia |
Database | BOOKS |
Copy count | 2, currently available 2, at library only 0 |
Call number | 844966, 845626 |