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

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

"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood p

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

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