TY  - BOOK
AU  - Mills,Terence C.
TI  - The econometric modelling of financial time series
SN  - 0521624134
AV  - HG174 .M55 1999
U1  - 332.015195 21
PY  - 1999///
CY  - Cambridge, UK, New York
PB  - Cambridge University Press
KW  - Finance
KW  - Econometric models
KW  - Time-series analysis
KW  - Stochastic processes
N1  - Includes bibliographical references and index; 1; Introduction --; 2; Univariate linear stochastic models: basic concepts --; 3; Univariate linear stochastic models: further topics --; 4; Univariate non-linear stochastic models --; 5; Modelling return distributions --; 6; Regression techniques for non-integrated financial time series --; 7; Regression techniques for integrated financial time series --; 8; Further topics in the analysis of integrated financial time series
ER  -