The econometric modelling of financial time series
By: Terence C. Mills.
Publisher: Cambridge University Press
Published: 1993
Place of publication: Cambridge; New York, NY
Language: eng
Number of pages: 247
Subjects: Finance -- Econometric models.; Time-series analysis.; Stochastic processes.
Notes: Includes bibliographical references (p. 226-241) and index.
System requirements for computer disk: IBM-compatible PC; DOS; high-density floppy disk.