The econometric modelling of financial time series /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, U.K. :
Cambridge University Press,
1999.
|
| Edition: | 2nd ed. |
| Subjects: |
| Physical Description: | viii, 372 p. : ill. ; 24 cm. |
|---|---|
| Bibliography: | Includes bibliographical references (p. 342-365) and index. |
| ISBN: | 0521624134 |