6037486
9780521883818
This best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. The third edition contains a wealth of new material reflecting the developments of the last decade, including a new chapter on nonlinearity and its testing.Mills, Terence C. is the author of 'Econometric Modelling of Financial Time Series', published 2008 under ISBN 9780521883818 and ISBN 0521883814.
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