Mills, Terence C.

The econometric modelling of financial time series / Terence C. Mills. - Cambridge : Cambridge University Press, 1993. - viii, 247 pages illustrations

Disk inside back cover.

Includes bibliographical references and index.

0521410487 0521422574 (pbk)


Finance--Econometric models.
Time-series analysis.
Stochastic processes.

HG 174 / .M55 1993