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010 _a2007-048450
020 _a97805216249238(hbk. : alk. paper)
039 _a202505151619
_bstaff
_c202505151618
_d staff
_c202111031405
_d staff
_c201301300151
_d staff
_y 200907222314
_z staff
050 _aHG174
_b.M55 2008
082 _a332.015195
_bMIL [ Shelf 5 ]
100 _aMills, Terence C.
245 _aThe econometric modelling of financial time series /
_cTerence C. Mills, Raphael N. Markellos.
250 _a2nd ed.
260 _aCambridge, UK ;
_aNew York :
_bCambridge University Press,
_c1999.
300 _aviii, 372 p. :
_bill. ;
_c26 cm.
504 _aIncludes bibliographical references (p. 412-445) and index.
650 _aFinance
_x Econometric models.
650 _aTime-series analysis.
650 _aStochastic processes.
856 _Contributor biographical information
_u http://www.loc.gov/catdir/enhancements/fy0805/2007048450-b.html
856 _Publisher description
_u http://www.loc.gov/catdir/enhancements/fy0805/2007048450-d.html
856 _Table of contents only
_u http://www.loc.gov/catdir/enhancements/fy0805/2007048450-t.html
906 _a7
_bcbc
_corignew
_d 1
_e ecip
_f 20
_g y-gencatlg
925 _aacquire
_b2 shelf copies
_x policy default
991 _aVIRTUA
991 _aVTLSSORT0080*0100*0200*0500*0820*1000*2450*2500*2600*3000*5040*6500*6501*6502*8560*8561*8562*9060*9250*9992
909 _a19
999 _c15
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