【金融時系列の計量経済モデル 第2版（テキスト）】
The Econometric Modelling of Financial Time Series. 2nd ed. hardcover 392 p., 35 tabs., 46 figures.
Mills, Terence C. 著
内容
目次
Preface to second edition; 1. Introduction; 2. Univariate linearstochastic models: basic concepts; 3. Univariate linear stochastic models:further topics; 4. Univariate non-linear stochastic models; 5. Modellingreturn distributions; 6. Regression techniques for non-integrated financialtime series; 7. Regression techniques for integrated financial time series;8. Further topics in the analysis of integrated financial time series; Dataappendix; References.
