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.

0521624924




Finance
Econometric models
Timeseries analysis

HG174 / .M55 1999

332.015195 / M657e