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The Econometric Modelling of Financial Time Series
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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. Data appendix available online at www.lboro.ac.uk/departments/ec/cup
Cambridge University Press; August 1999
382 pages; ISBN 9780511035524
Read online, or download in secure PDF format
382 pages; ISBN 9780511035524
Read online, or download in secure PDF format
