Mills, Terence C.
The econometric modelling of financial time series / Terence C. Mills - 2nd ed. - Cambridge : Cambridge Univ. Press, 2004 - 372 p. : ill.
Includes bibliographical references and index
0521624924
FINANCE--ECONOMETRIC MODELS
TIME-SERIES ANALYSIS
STOCHASTIC PROCESSES
HG106 / M544E 2004
The econometric modelling of financial time series / Terence C. Mills - 2nd ed. - Cambridge : Cambridge Univ. Press, 2004 - 372 p. : ill.
Includes bibliographical references and index
0521624924
FINANCE--ECONOMETRIC MODELS
TIME-SERIES ANALYSIS
STOCHASTIC PROCESSES
HG106 / M544E 2004