Econometric analysis of financial and economic time series
By: edited by Dek Terrell, Thomas B. Fomby.
Contributors: Terrell, Dek.; Fomby, Thomas B.
Edition: 1st ed.
Series: Advances in econometrics -- v. 20
Publisher: Elsevier JAI
Published: 2006
Place of publication: Amsterdam; Oxford
Language: eng
Subjects: Econometric models.; Finance -- Econometric models.; Time-series analysis.
Notes: Includes bibliographical references.