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Statistics --- Social sciences --- Computer programs --- Graphic methods --- Statistical methods --- Stata --- Computer programs. --- Stata. --- Statistique --- Sciences sociales --- Econometric models --- Logiciels --- Méthodes graphiques --- Modèles économétriques --- Méthodes statistiques --- Statistiques --- Méthodes graphiques --- Modèles économétriques --- Méthodes statistiques --- Econometric models. --- Statistical analysis --- Statistical data --- Statistical science --- Mathematics --- Econometrics --- Behavioral sciences --- Human sciences --- Sciences, Social --- Social science --- Social studies --- Civilization --- Statistical methods&delete& --- Statistics&delete& --- Graphic methods&delete& --- Statistics - Computer programs --- Statistics - Graphic methods - Computer programs --- Social sciences - Statistical methods - Computer programs --- Social sciences - Statistics - Graphic methods - Computer programs
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Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.
Mathematical statistics --- Quantitative methods (economics) --- Finance --- Time-series analysis --- Stochastic processes --- Econometric models --- Processus stochastiques --- Marché financier --- Séries chronologiques --- Modèles économétriques --- AA / International- internationaal --- 305.970 --- 305.91 --- 330.3 --- 305.971 --- 304.0 --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Speciale gevallen in econometrische modelbouw. --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen. --- -Time-series analysis --- 332.015195 --- Random processes --- Probabilities --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Funding --- Funds --- Economics --- Currency question --- 519.2 --- 336.7 --- econometrie --- regressie-analyse --- financiewezen --- stochastische modellen --- tijdreeksanalyse --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Speciale gevallen in econometrische modelbouw --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Processus stochastiques. --- Séries chronologiques. --- Modèles économétriques. --- Time-series analysis. --- Stochastic processes. --- Econometric models. --- Business, Economy and Management --- Finance - Econometric models
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Economic geography --- Regional planning --- Mathematical models --- Mathematical models. --- AA / International- internationaal --- 37 --- 338.32 --- 382.10 --- 337.554 --- 911.3:33 --- -Regional planning --- -330.9 --- Regional development --- State planning --- Human settlements --- Land use --- Planning --- City planning --- Landscape protection --- Geography, Economic --- World economics --- Geography --- Commercial geography --- Geografische economie. Monografieën van streken en landen. --- Vestigingsplaats en specialisatie van de productie. Ondernemingscentra. --- Theorieën van internationale en interregionale handel: algemeenheden. Comparatieve voordelen. --- Vrijhandelsgebieden en -associaties. Europese Vrijhandelsassociatie. Europese Economische Ruimte. --- Economische geografie --- Government policy --- 330.9 --- Geographic models --- Vrijhandelsgebieden en -associaties. Europese Vrijhandelsassociatie. Europese Economische Ruimte --- Vestigingsplaats en specialisatie van de productie. Ondernemingscentra --- Geografische economie. Monografieën van streken en landen --- Theorieën van internationale en interregionale handel: algemeenheden. Comparatieve voordelen --- Economic geography - Mathematical models --- Regional planning - Mathematical models --- Aménagement du territoire --- Régionalisation économique --- Géographie économique --- Disparités régionales --- Espace (économie politique) --- Modèles économétriques
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