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010 _a2007-048450
020 _a9780521883818 (hbk. : alk. paper)
020 _a9780521710091
039 _a202110041158
_bstaff
_c201301300148
_d staff
_y 201301300147
_z staff
050 _aHG174
_b.M55 2008
082 _a332.015195
_bMIL [ Shelf 75]
100 _aMills, Terence C.
245 _aThe econometric modelling of financial time series /
_cTerence C. Mills, Raphael N. Markellos.
250 _a3rd ed.
260 _aCambridge, UK ;
_aNew York :
_bCambridge University Press,
_c2008.
300 _axii, 456 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.
700 _aMarkellos, Raphael N.
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*0201*0500*0820*1000*2450*2500*2600*3000*5040*6500*6501*6502*7000*8560*8561*8562*9060*9250*9992
909 _a4569
999 _c4052
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