Mills, Terence C.,

Econometric modelling of financial time series / The econometric modelling of financial time series Terence C. Mills, Raphael N. Markellos. - 3rd edition. - New York : Cambridge University Press, 2012. - xiii, 456 p. : ill. ; 25 cm.

9780521710091 (pbk.)

2007048450


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

332.015195 MIL