The econometric modelling of financial time series /
By: Mills, Terence C
Title By: Markellos, Raphael N
Material type:
BookPublisher: Cambridge, UK ; New York : Cambridge University Press, 2008.Edition: 3rd ed.Description: xii, 456 p. : ill ; 26 cm.ISBN: 9780521883818 (hbk. : alk. paper); 0521883814 (hbk. : alk. paper); 9780521710091 (pbk. : alk. paper); 052171009X (pbk. : alk. paper)Subject(s): Finance -- Econometric models | Time-series analysis | Stochastic processesDDC classification: 332.01/5195 Online resources: Location Map
| Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| REGULAR | University of Wollongong in Dubai Main Collection | 332.015195 MI EC (Browse shelf) | Available | T0035178 |
Total holds: 0
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| 332.015195 BR IN Introductory econometrics for finance | 332.015195 HI GH High frequency financial econometrics : | 332.015195 KO AN Analysis of financial data / | 332.015195 MI EC The econometric modelling of financial time series / | 332.015195 RE IN Introduction to quantitative finance : | 332.015195 SC CO A course on statistics for finance / | 332.015195 WA FI Financial econometrics : |
Includes bibliographical references (p. 412-445) and index.