Mills, Terence C. <br/><br/>
The econometric modelling of financial time series / 
Terence C. Mills, Raphael N. Markellos. 
 - 3rd ed. 
 - Cambridge :  Cambridge University Press,  2013. 
 - 456 p. :  ill. 
<br/><br/>Includes bibliographical references and index 
<br/><br/><label>ISBN: </label>9780521710091 
<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 2013