TY  - BOOK
AU  - Mills, Terence C.
AU  - Markellos, Raphael N.
TI  - The econometric modelling of financial time series
SN  - 9780521883818 (hbk. : alk. paper)
AV  - HG174 .M55 2008
U1  - 332.015195 
PY  - 2008///
CY  - Cambridge, UK ; , New York
PB  - Cambridge University Press
KW  - Finance
KW  -  Econometric models
KW  - Time-series analysis
KW  - Stochastic processes
N1  - Includes bibliographical references (p. 412-445) and index
UR  -  http://www.loc.gov/catdir/enhancements/fy0805/2007048450-b.html
UR  -  http://www.loc.gov/catdir/enhancements/fy0805/2007048450-d.html
UR  -  http://www.loc.gov/catdir/enhancements/fy0805/2007048450-t.html
ER  -