The econometric modelling of financial time series /

Main Author: Mills, Terence C.
Format: Book
Language:English
Published: Cambridge, U.K. : Cambridge University Press, 1999.
Edition:2nd ed.
Subjects:
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245 1 4 |a The econometric modelling of financial time series /  |c Terence C. Mills. 
250 1 4 |a 2nd ed. 
260 1 4 |a Cambridge, U.K. :  |b Cambridge University Press,  |c 1999. 
300 1 4 |a viii, 372 p. :  |b ill. ;  |c 24 cm. 
504 1 4 |a Includes bibliographical references (p. 342-365) and index. 
650 1 4 |a Finance  |x Econometric models 
650 1 4 |a Time-series analysis 
650 1 4 |a Stochastic processes 
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