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The Econometric Modelling of Financial Time Series
The Econometric Modelling of Financial Time Series
Date: 14 April 2011, 19:47

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This is a very compact, practical book. It edits in a very readable way. What I like it most is that it contributes to non-linear time series analysis a lot, whereas not too many other time series related books do. The real data in the appendix can be downloaded and played around by the readers. You will really have a great time to read it.

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