Mills, Terence C. The econometric modelling of financial time series / Terence C. Mills - 2nd ed. - Cambridge : Cambridge University Press, c1999. - viii,372 p. : ill. ; 23 cm. Includes index. ISBN: 0521624924 LCCN: Subjects--Topical Terms: FinanceEconometric modelsTimeseries analysis LC Class. No.: HG174 / .M55 1999 Dewey Class. No.: 332.015195 / M657e