The econometric modelling of financial time series /
The econometric modelling of financial time series / Terence C. Mills, Raphael N. Markellos. - 3rd ed. - Cambridge : Cambridge University Press, 2013. - 456 p. : ill.
Includes bibliographical references and index
9780521710091
Finance--Econometric models
Time-series analysis
Stochastic processes
HG106 / M544E 2013