Mills, Terence C.

The econometric modelling of financial time series / Terence C. Mills, Raphael N. Markellos. - 3rd ed. - Cambridge, UK ; New York : Cambridge University Press, 2008. - xii, 456 p. : ill. ; 26 cm.

Includes bibliographical references (p. 412-445) and index.

9780521883818 (hbk. : alk. paper) 9780521710091

2007-048450


Finance -- Econometric models.
Time-series analysis.
Stochastic processes.

HG174 / .M55 2008

332.015195 / MIL [ Shelf 75]