The econometric modelling of financial time series / Terence C. Mills

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Material type: Text

TextPublication details: Cambridge : Cambridge Univ. Press, 2004Edition: 2nd edDescription: 372 p. : illISBN:

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Holdings
Item type	Home library	Collection	Shelving location	Call number	Status	Date due	Barcode
Books	BU Library and Learning Space	Books	Book Shelves	HG106 M544E 2004 (Browse shelf(Opens below))	Checked out	2025-08-08	200609160128

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Previous	HG106 F726N Nonlinear time series models in empirical finance /	HG106 L56I Introductory stochastic analysis for finance and insurance /	HG106 M322D Dynamics of markets : econophysics and finance /	HG106 M544E 2004 The econometric modelling of financial time series /	HG106 M544E 2013 The econometric modelling of financial time series /	HG106 S463F Financial modeling : using Excel and VBA /	HG106 S573S Stochastic calculus for finance II. Continuous-time models /	Next

Includes bibliographical references and index

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