000 01808cam a2200397 a 4500
999 _c3573
_d3573
001 15091113
003 OSt
005 20250611112230.0
008 071123s2008 enka b 001 0 eng
010 _a 2007048450
020 _a9780521883818 (hbk. : alk. paper)
020 _a0521883814 (hbk. : alk. paper)
020 _a9780521710091 (pbk. : alk. paper)
020 _a052171009X (pbk. : alk. paper)
035 _a(OCoLC)ocn174449703
035 _a(OCoLC)174449703
_z(OCoLC)182563714
040 _aDLC
_cKyUL
_dYDXCP
_dBAKER
_dBTCTA
_dBWKUK
_dBWX
_dDLC
_benglish
050 0 0 _aHG 174
_b.M55 2008
082 0 0 _aHG 174 .M55 2008
_222
100 1 _aMills, Terence C.
245 1 4 _aThe econometric modelling of financial time series /
_cTerence C. Mills, Raphael N. Markellos.
250 _a3rd ed.
260 _aCambridge, UK ;
_aNew York :
_bCambridge University Press,
_c2008.
300 _axii, 456 p. :
_bill. ;
_c26 cm.
504 _aIncludes bibliographical references (p. 412-445) and index.
650 0 _aFinance
_xSchool of Business and Education
_2Finance
650 0 _aTime-series analysis.
_2Finance
_xSchool of Business and Education
650 0 _aStochastic processes.
_2Finance
_xSchool of Business and Education
700 1 _aMarkellos, Raphael N.
856 4 2 _3Contributor biographical information
_uhttp://www.loc.gov/catdir/enhancements/fy0805/2007048450-b.html
856 4 2 _3Publisher description
_uhttp://www.loc.gov/catdir/enhancements/fy0805/2007048450-d.html
856 4 1 _3Table of contents only
_uhttp://www.loc.gov/catdir/enhancements/fy0805/2007048450-t.html
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2lcc
_cLLB