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The Econometric Modelling of Financial Time Series

Обложка книги The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

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Obviously patched together from topics written over a period of time, this book is not cohesive nor understandable. Mills doesn't spend any words developing his topics nor explaning the development. Spend your resources on Hamilton's classic and great definative bible, Time Series Analysis instead.
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