The econometric modelling of financial time series /
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) 0521883814 (hbk. : alk. paper) 9780521710091 (pbk. : alk. paper) 052171009X (pbk. : alk. paper)
2007048450
Finance--Econometric models.
Time-series analysis.
Stochastic processes.
HG174 / .M55 2008
332.0151
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) 0521883814 (hbk. : alk. paper) 9780521710091 (pbk. : alk. paper) 052171009X (pbk. : alk. paper)
2007048450
Finance--Econometric models.
Time-series analysis.
Stochastic processes.
HG174 / .M55 2008
332.0151