Mills, Terence C. <br/><br/>
The econometric modelling of financial time series / 
Terence C. Mills 
 - 2nd ed. 
 - Cambridge :  Cambridge Univ. Press,  2004 
 - 372 p. :  ill. 
<br/><br/>Includes bibliographical references and index 
<br/><br/><label>ISBN: </label>0521624924 
<br/><br/><label>Subjects--Topical Terms: </label><br/>FINANCE--ECONOMETRIC MODELS<br/>TIME-SERIES ANALYSIS<br/>STOCHASTIC PROCESSES
<br/><br/><label>LC Class. No.: </label>HG106  / M544E 2004