The econometric modelling of financial time series /
Mills, Terence C.
The econometric modelling of financial time series / Terence C. Mills, Raphael N. Markellos. - 2nd ed. - Cambridge, UK ; New York : Cambridge University Press, 1999. - viii, 372 p. : ill. ; 26 cm.
Includes bibliographical references (p. 412-445) and index.
97805216249238(hbk. : alk. paper)
2007-048450
Finance -- Econometric models.
Time-series analysis.
Stochastic processes.
HG174 / .M55 2008
332.015195 / MIL [ Shelf 5 ]
The econometric modelling of financial time series / Terence C. Mills, Raphael N. Markellos. - 2nd ed. - Cambridge, UK ; New York : Cambridge University Press, 1999. - viii, 372 p. : ill. ; 26 cm.
Includes bibliographical references (p. 412-445) and index.
97805216249238(hbk. : alk. paper)
2007-048450
Finance -- Econometric models.
Time-series analysis.
Stochastic processes.
HG174 / .M55 2008
332.015195 / MIL [ Shelf 5 ]