TY  - BOOK
AU  - Mills,Terence C.
TI  - The econometric modelling of financial time series
SN  - 0521410487
AV  - HG174 .M55 1993
U1  - 332.015195 
PY  - 1993///
CY  - Cambridge, New York, NY
PB  - Cambridge University Press
KW  - Finance
KW  - Econometric models
KW  - Time-series analysis
KW  - Stochastic processes
N1  - System requirements for computer disk: IBM-compatible PC; DOS; high-density floppy disk; Includes bibliographical references (p. 226-241) and index; TOC; ntroduction; 1. Univariate linear stochastic models: basic concepts; 2. Univariate linear stochastic models: further topics; 3. Univariate non-linear stochastic models; 4. Regression techniques for non-integrated financial time series; 5. Regression techniques for integrated financial time series; 6. Further topics in the multivariate modelling of financial time series; 7. Future developments in the modelling of financial time series; Data appendix; Economics; Economics
N2  - This book provides detailed coverage of the variety of models that are currently being used in the empirical analysis of financial markets. Covering bond equity and foreign exchange markets, it is aimed at scholars and practitioners, and at graduate students wishing to research in financial markets.
UR  - https://www.worldcat.org/title/econometric-modelling-of-financial-time-series/oclc/633899651&referer=brief_results
ER  -