Mills, Terence C.

The econometric modelling of financial time series/ Terence C. Mills. - 2nd ed. - Cambridge, UK: New York: Cambridge University Press, 1999. - viii, 372 p.: ill.; 24 cm.

Includes bibliographical references (p. 342-365) and index.

0521624134 0521624924 (pbk.)

98053587

GB99-64334


Finance---Econometric models.
Time-series analysis-
Stochastic processes.
Time-series analysis
Stochastic processes.
Finance--Econometric models.

519.23 / M657e