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The econometric modelling of financial time series

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47261] Author:	MillsTerence C.,
[NT 47351] Place of Publication:	Cambridge, U.K.
[NT 47263] Published:	Cambridge University Press;
[NT 47352] Year of Publication:	1999
[NT 50960] Edition:	2nd ed.
[NT 47264] Description:	viii, 372 p.ill. : 24 cm.;
[NT 47266] Subject:	Finance -
[NT 47266] Subject:	Stochastic processes -
[NT 47266] Subject:	Time-series analysis -
[NT 50961] ISBN:	0-521-62492-4

The econometric modelling of financial time series
Mills, Terence C.

The econometric modelling of financial time series / Terence C. Mills. - 2nd ed.. - Cambridge, U.K. : Cambridge University Press, 1999. - viii, 372 p. ; ill. ; 24 cm..
Includes bibliographical references (p. 342-365) and index..
ISBN 0-521-62492-4
FinanceStochastic processesTime-series analysis

The econometric modelling of financial time series
LDR:00530nam0 2200169 i 450 001 126217
005 20120618115018.0
010 1 $a 0-521-62492-4 $b pbk. $d NT1085
100 $a 20071107d1999 m y0engy01 b
101 1 $a eng
102 $a gb
105 $a a z 000zy
200 1 $a The econometric modelling of financial time series $f Terence C. Mills.
205 $a 2nd ed.
210 $a Cambridge, U.K. $a New York $d 1999 $c Cambridge University Press
215 1 $a viii, 372 p. $c ill. $d 24 cm.
320 $a Includes bibliographical references (p. 342-365) and index.
606 $2 lc $a Finance $3 185983
606 $a Stochastic processes $3 45504 $3 221196
606 $a Time-series analysis $3 96748 $3 219456
676 $a 332/.01/5195 $v 21
700 $a Mills $b Terence C. $3 110319

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