The econometric modelling of financial time series /
Terence C. Mills, Raphael N. Markellos.
- 3rd ed.
- Cambridge, UK ; New York : Cambridge University Press, 2008.
- xii, 456 p. : ill. ; 26 cm.
Includes bibliographical references (p. 412-445) and index.
Finance--School of Business and Education Time-series analysis.--School of Business and Education Stochastic processes.--School of Business and Education