Mills, Terence C. <br/><br/>
The econometric modelling of financial time series / 
Terence C. Mills, Raphael N. Markellos. 
 - 3rd ed. 
 - Cambridge, UK :  Cambridge University Press,  2008. 
 - xii, 456 p. :  ill. ;  26 cm. 
<br/><br/>Includes bibliographical references (p. 412-445) and index. 
<br/><br/><label>ISBN: </label>052171009X 0521883814 9780521710091 9780521883818 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Econometric models<br/>Stochastic processes.<br/>Time-series analysis.
<br/><br/><label>LC Class. No.: </label>HG174  / .M55 2008