The econometric modelling of financial time series /

Main Author: Mills, Terence C.
Format: Book
Language:English
Published: Cambridge ; New York, NY : Cambridge University Press, 1993.
Subjects:
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020 |a 0521410487 
040 |a GrThPMO 
050 |a HG174  |b .M55 1993 
100 1 |a Mills, Terence C. 
245 1 4 |a The econometric modelling of financial time series /  |c Terence C.Mills. 
260 1 4 |a Cambridge ;  |b Cambridge University Press,  |c 1993.  |a New York, NY : 
300 1 4 |a viii, 247 p. :  |b ill. ;  |c 24 cm. +  |e 1 computer disk (3 1/2 in.) 
500 1 4 |a System requirements for computer disk: IBM PC and compatibles; MS-DOS3.3 or higher; graphics card; graphics printer. 
504 1 4 |a Includes bibliographical references (p. 226-241) 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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