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1The Econometric Modelling of Financial Time Series

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“The Econometric Modelling of Financial Time Series” Metadata:

  • Title: ➤  The Econometric Modelling of Financial Time Series
  • Author:
  • Language: English
  • Number of Pages: Median: 280
  • Publisher: Cambridge University Press
  • Publish Date:
  • Publish Location: Cambridge - New York, NY

“The Econometric Modelling of Financial Time Series” Subjects and Themes:

Edition Identifiers:

First Setence:

"Chapter 1 has emphasised the standard representation of a financial time series as that of a (univariate) linear stochastic process, specifically as being a member of the class of ARIMA models popularised by Box and Jenkins (1976)."
"The aim of this book is to provide the researcher in financial markets with the techniques necessary to undertake the empirical analysis of financial time series."

Access and General Info:

  • First Year Published: 1993
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Borrowable

Online Access

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