[Rezension von: Mills, Terence C., The econometric modelling of financial time series]
Year of publication: |
2000
|
---|---|
Authors: | Dijk, Dick van |
Other Persons: | Mills, Terence C. (contributor) |
Published in: |
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association. - Dordrecht : Kluwer, ISSN 0013-063X, ZDB-ID 216123-0. - Vol. 148.2000, 3, p. 412-413
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Ökonometrisches Modell | Econometric model | Finanzmarkt | Financial market |
-
Special issue on the analysis of high-frequency financial data and market microstructure
(2005)
-
[Rezension von: Mills, Terence C., The econometric modelling of financial time series]
Hylleberg, Svend, (1995)
-
[Rezension von: Mills, Terence C., The econometric modelling of financial time series]
LeBaron, Blake Dean, (1995)
- More ...
-
Dijk, Dick van, (2001)
-
Panel smooth transition regression models
González, Andrés, (2005)
-
Evaluating real-time forecasts in real-time
Dijk, Dick van, (2007)
- More ...