TY  - BOOK
AU  - Mills,Terence C
AU  - Markellos,Raphael N
ED  - Cambridge University Press.
TI  - The econometric modelling of financial time series
SN  - 9780521883818
AV  - HG174 .M55 2008
PY  - 2008///
CY  - Cambridge, UK, New York
PB  - Cambridge University Press
KW  - Finance
KW  - Econometric models
KW  - Time-series analysis
KW  - Stochastic processes
N1  - Includes bibliographical references and index; -- Univariate linear stochastic models: basic concepts; -- Univariate linear stochastic models: testing for unit roots and alternative trend specifications; -- Univariate linear stochastic models: further topics; -- Univariate non-linear stochastic models: martingales, random walks and modelling volatility; -- Univariate non-linear stochastic models: further models and testing procedures; -- Modelling return distributions; -- Regression techniques for non-integrated financial time series; -- Regression techniques for integrated financial time series; -- Further topics in the analysis of integrated financial time series
ER  -