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The econometric modelling of financial time series /

Bibliographic Details
Main Author: Mills, Terence C.
Format: Book
Language:English
Published: Cambridge, U.K. ; New York : Cambridge University Press, 1999.
Edition:2nd ed.
Subjects:
Finance > Econometric models.
Time-series analysis.
Stochastic processes.
Description
Physical Description:viii, 372 pages : illustrations ; 23 cm.
Bibliography:Includes bibliographical references (pages 342-365) and index.
ISBN:0521624134
0521624924 (pbk.)