The econometric modelling of financial time series

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Bibliographic Details
Main Author:	Mills, Terence C
Format:	Book
Published:	United Kingdom Cambridge Uni. Press 1999
Edition:	2nd ed
Subjects:	Time-series analysis Stochastic processes Finance > Econometric models
Online Access:	Click Here to View Status and Holdings.
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100	1	#	\|a Mills, Terence C
245	1	1	\|a The econometric modelling of financial time series \|c Terence C. Mills
250	#	#	\|a 2nd ed
260	#	#	\|a United Kingdom \|b Cambridge Uni. Press \|c 1999
300	#	#	\|a viii, 372 p. \|b ill. \|c 23 cm
504	#	#	\|a Includes bibliographical references
650	#	0	\|a Time-series analysis
650	#	0	\|a Stochastic processes
650	#	0	\|a Finance \|x Econometric models
856	4	0	\|z Click Here to View Status and Holdings. \|u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=212906
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