The Econometric Modelling of Financial Time Series /
Mills, Terence C.
The Econometric Modelling of Financial Time Series / Terence C. Mills. - 2nd ed. - Cambridge, U.K. ; New York : Cambridge University Press, 1999. - viii, 372 p. : ill. ; 24 cm.
Includes bibliographical references (p. 342-365) and index.
0521624134 0521624924 (pbk.)
98053587
Finance--Econometric models.
Time-series analysis.
Stochastic processes.
HG174 / .M55 1999
332/.01/5195 / MIL
The Econometric Modelling of Financial Time Series / Terence C. Mills. - 2nd ed. - Cambridge, U.K. ; New York : Cambridge University Press, 1999. - viii, 372 p. : ill. ; 24 cm.
Includes bibliographical references (p. 342-365) and index.
0521624134 0521624924 (pbk.)
98053587
Finance--Econometric models.
Time-series analysis.
Stochastic processes.
HG174 / .M55 1999
332/.01/5195 / MIL