000			01917nam a2200361 i 4500
008			071123s2008 enka b 001 0 eng
020			_a9780521883818 _qhbk. : alk. paper
020			_a0521883814 _qhbk. : alk. paper
020			_a9780521710091 _qpbk. : alk. paper
020			_a052171009X _qpbk. : alk. paper
035			_a(OCoLC)174449703 _z(OCoLC)182563714
040			_aDLC _beng _cDLC _dYDXCP _dBAKER _dBTCTA _dBWKUK _dBWX _dVLB _dBGU _dUtOrBLW _dBAUN _erda
049			_aBAUN_MERKEZ
050	0	4	_aHG174 _b.M55 2008
082	0	0	_222
100	1		_aMills, Terence C
245	1	4	_aThe econometric modelling of financial time series / _cTerence C. Mills, Raphael N. Markellos
250			_aThird edition
264		1	_aCambridge, UK ; _aNew York : _bCambridge University Press, _c2008
300			_axii, 456 pages : _billustrations ; _c26 cm
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
504			_aIncludes bibliographical references and index
505	0	0	_t-- Univariate linear stochastic models: basic concepts _t-- Univariate linear stochastic models: testing for unit roots and alternative trend specifications _t-- Univariate linear stochastic models: further topics _t-- Univariate non-linear stochastic models: martingales, random walks and modelling volatility _t-- Univariate non-linear stochastic models: further models and testing procedures _t-- Modelling return distributions _t-- Regression techniques for non-integrated financial time series _t-- Regression techniques for integrated financial time series _t-- Further topics in the analysis of integrated financial time series
650		0	_aFinance _xEconometric models
650		0	_aTime-series analysis
650		0	_aStochastic processes
700	1		_aMarkellos, Raphael N
710	2		_972911 _aCambridge University Press.
900			_a31252
942			_2lcc _cKT
999			_c27844 _d27844