Mills, Terence C. The Econometric Modelling of Financial Time Series / Terence C. Mills. - 2nd ed. - Cambridge, U.K. ; New York : Cambridge University Press, 1999. - viii, 372 p. : ill. ; 24 cm. Includes bibliographical references (p. 342-365) and index. ISBN: 0521624134 0521624924 (pbk.) LCCN: 98053587 Subjects--Topical Terms: Finance--Econometric models.Time-series analysis.Stochastic processes. LC Class. No.: HG174 / .M55 1999 Dewey Class. No.: 332/.01/5195 / MIL