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The Econometric Modelling of Financial Time Series

Terence C. Mills   ·  ISBN 9780511035524
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Publisher Cambridge University Press
Author(s) Terence C. Mills
Published 08261999
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Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models used in the empirical analysis of financial markets. Data appendix available online at www.lboro.ac.uk/departments/ec/cup
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