Mills, Terence C. <br/><br/>
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. 
<br/><br/>Includes bibliographical references (p. 412-445) and index. 
<br/><br/><label>ISBN: </label>9780521883818 (hbk. : alk. paper) 0521883814 (hbk. : alk. paper) 9780521710091 (pbk. : alk. paper) 052171009X (pbk. : alk. paper) 
<br/><br/><label>LCCN: </label>2007048450 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Econometric models.<br/>Time-series analysis.<br/>Stochastic processes.
<br/><br/><label>LC Class. No.: </label>HG174  / .M55 2008 
<br/><br/><label>Dewey Class. No.: </label>332.0151