Terence C. Mills Livres

Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models currently used in the empirical analysis of financial markets. Covering bond, equity and financial markets, it is essential for scholars and practitioners wishing to acquire an understanding of the latest research techniques and findings in the field, and also graduate students wishing to research in financial markets. It provides many examples to illustrate techniques that are only just emerging in the technical literature.

Focusing on time series econometrics, this book serves as a foundational resource for students and practitioners in economics and finance. It covers essential concepts and techniques necessary for comprehending the dynamics of a functioning economy, making it a vital reference for anyone serious about the field.

Focusing on the evolution of econometric techniques, this second edition by Terence Mills delves into the advancements in modeling trends and cycles in economic time series since the 1970s. It emphasizes the diverse methodologies available and the critical factors influencing their selection, providing valuable insights for students and researchers in the field. The book reflects on nearly two decades of research, making it a comprehensive resource for understanding contemporary approaches to economic modeling.

The book traces the evolution of Time Series analysis from its inception in the 1890s to the significant advancements introduced by Box and Jenkins in 1970. It highlights the foundational methods that have shaped contemporary techniques in Time Series analysis, providing a comprehensive understanding of its historical development and key contributions to the field.