| 000 | 01166cam a22002774a 4500 | ||
|---|---|---|---|
| 008 | 981130s1999 enka b 001 0 eng | ||
| 020 | _a0521624134 | ||
| 020 | _a0521624924 (pbk.) | ||
| 040 |
_aDLC _cDLC |
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| 050 | 0 | 0 |
_aHG174 _b.M55 1999 |
| 082 | 0 | 0 | _a332/.01/5195 |
| 100 | 1 | _aMills, Terence C. | |
| 245 | 1 | 4 | _aThe econometric modelling of financial time series / |
| 250 | _a2nd ed. | ||
| 260 |
_aCambridge, U.K. ; _aNew York : _bCambridge University Press, _c1999. |
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| 300 | _aviii, 372 p. : | ||
| 504 | _aIncludes bibliographical references (p. 342-365) and index. | ||
| 520 | _aThis second edition includes a great deal of new material that has been developed in the last six years, and also provides a more in-depth treatment of two crucial, and related, areas: the theory of integrated processes and cointegration. | ||
| 650 | 0 | _aFinance | |
| 650 | 0 | _aTime-series analysis. | |
| 650 | 0 | _aStochastic processes. | |
| 856 | 4 | 1 | _uhttp://www.loc.gov/catdir/samples/cam032/98053587.html |
| 856 | 4 | 2 | _uhttp://www.loc.gov/catdir/description/cam029/98053587.html |
| 856 | 4 | 1 | _uhttp://www.loc.gov/catdir/toc/cam021/98053587.html |
| 942 |
_2ddc _cBOOK |
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| 999 |
_c10883 _d10883 |
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