The
econometric modelling of financial time series
Mills, Terence C.
creator
Markellos, Raphael N.
text
bibliography
enk
Cambridge, UK
New York
Cambridge University Press
2008
3rd ed.
monographic
eng
xii, 456 p. : ill. ; 26 cm.
Terence C. Mills, Raphael N. Markellos.
Includes bibliographical references (p. 412-445) and index.
Finance
Econometric models
Time-series analysis
Stochastic processes
HG174 .M55 2008
332.0151
9780521883818 (hbk. : alk. paper)
0521883814 (hbk. : alk. paper)
9780521710091 (pbk. : alk. paper)
052171009X (pbk. : alk. paper)
2007048450
http://www.loc.gov/catdir/enhancements/fy0805/2007048450-b.html
http://www.loc.gov/catdir/enhancements/fy0805/2007048450-d.html
http://www.loc.gov/catdir/enhancements/fy0805/2007048450-t.html
http://www.loc.gov/catdir/enhancements/fy0805/2007048450-b.html
http://www.loc.gov/catdir/enhancements/fy0805/2007048450-d.html
http://www.loc.gov/catdir/enhancements/fy0805/2007048450-t.html
DLC
071123
20170209124715.0
15091113