TY - BOOK AU - Mills,Terence C. AU - Markellos,Raphael N. TI - The econometric modelling of financial time series SN - 052171009X AV - HG174 .M55 2008 PY - 2008/// CY - Cambridge, UK PB - Cambridge University Press KW - Finance KW - Econometric models KW - Stochastic processes KW - Time-series analysis N1 - Includes bibliographical references (p. 412-445) and index ER -