The Econometric Modelling of Financial Time Series
Author: Terence C. Mills
List Price: $32.00
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ISBN: 0521624924
Publisher: Cambridge University Press (26 August, 1999)
Sales Rank: 81,959
Average Customer Rating: 3.5 out of 5
Customer Reviews
Rating: 2 out of 5
Poorly Written and Unclear
Obviously patched together from topics written over a period of time, this book is not cohesive nor understandable. Mills doesn't spend any words developing his topics nor explaning the development. Spend your resources on Hamilton's classic and great definative bible, Time Series Analysis instead.
Rating: 5 out of 5
it's a terrific book for non-linear time series analysis
This is a very compact, practical book. It edits in a very readable way. What I like it most is that it contributes to non-linear time series analysis a lot, whereas not too many other time series related books do. The real data in the appendix can be downloaded and played around by the readers. You will really have a great time to read it. Similar Products
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