Mills, Terence C. The econometric modelling of financial time series / Terence C. Mills, Raphael N. Markellos. - 3rd ed. - Cambridge, UK ; New York : Cambridge University Press, 2008. - xii, 456 p. : ill ; 26 cm. ISBN: 9780521883818 (hbk. : alk. paper) 0521883814 (hbk. : alk. paper) 9780521710091 (pbk. : alk. paper) 052171009X (pbk. : alk. paper) LCCN: 2007048450 Subjects--Topical Terms: Finance--Econometric models.Time-series analysis.Stochastic processes. Dewey Class. No.: 332.01/5195