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. ISBN: 0521624134 0521624924 (pbk.) LCCN: 98053587 Nat. Bib. No.: GB99-64334 Subjects--Topical Terms: Finance---Econometric models.Time-series analysis-Stochastic processes.Time-series analysisStochastic processes.Finance--Econometric models. Dewey Class. No.: 519.23 / M657e