This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial economet

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of fin

Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial mar

This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theo