000			01104nam a2200229Ia 4500
999			_c20182 _d20182
003			OSt
005			20211021105429.0
008			160316s1999 xxu||||| |||| 00| 0 eng d
020			_a9780521624923
040			_cn
082			_a332.010000 _bMIL
100			_aMills Terence C
245			_aThe econometric modelling of financial time series
250			_a2nd
260			_aCambridge _bCambridge University Press _c1999
300			_a372p _cvii
365			_bRs.695
505			_aContents Preface to second edition; 1. Introduction; 2. Univariate linear stochastic models: basic concepts; 3. Univariate linear stochastic models: further topics; 4. Univariate non-linear stochastic models; 5. Modelling return distributions; 6. Regression techniques for non-integrated financial time series; 7. Regression techniques for integrated financial time series; 8. Further topics in the analysis of integrated financial time series; Data appendix; References.
650			_a1. Finance - Econometric Models.2. Time - Series Analysis.3. Stochastic Processes
700			_a _a
942			_2ddc _cBK