Book contents
- Frontmatter
- Contents
- Preface to second edition
- 1 Introduction
- 2 Univariate linear stochastic models: basic concepts
- 3 Univariate linear stochastic models: further topics
- 4 Univariate non-linear stochastic models
- 5 Modelling return distributions
- 6 Regression techniques for non-integrated financial time series
- 7 Regression techniques for integrated financial time series
- 8 Further topics in the analysis of integrated financial time series
- Data appendix
- References
- Index
Contents
Published online by Cambridge University Press: 05 September 2012
- Frontmatter
- Contents
- Preface to second edition
- 1 Introduction
- 2 Univariate linear stochastic models: basic concepts
- 3 Univariate linear stochastic models: further topics
- 4 Univariate non-linear stochastic models
- 5 Modelling return distributions
- 6 Regression techniques for non-integrated financial time series
- 7 Regression techniques for integrated financial time series
- 8 Further topics in the analysis of integrated financial time series
- Data appendix
- References
- Index
Summary
- Type
- Chapter
- Information
- The Econometric Modelling of Financial Time Series , pp. v - viPublisher: Cambridge University PressPrint publication year: 1999