TY  - BOOK
AU  - Mills,Terence C
AU  - Markellos,Raphael N.
TI  - The econometric modelling of financial time series
SN  - 052171009X
U1  - 332.01 
PY  - 2008///
CY  - Cambridge, UK, New York
PB  - Cambridge University Press
KW  - Análisis de series de tiempo
KW  - Finanzas
KW  - Modelos econométricos
KW  - Procesos estocásticos
N1  - Incluye bibliografía. (p. 412-445); Univariate linear stochastic models: basic concepts -- Univariate linear stochastic models: testing for unit roots and alternative trend specifications -- Univariate linear stochastic models: further topics -- Univariate non-linear stochastic models: martingales, random walks and modelling volatility -- Univariate non-linear stochastic models: further models and testing procedures -- Modelling return distributions -- Regression techniques for non-integrated financial time series -- Regression techniques for integrated financial time series -- Further topics in the analysis of integrated financial time series
UR  - http://catdir.loc.gov/catdir/enhancements/fy0805/2007048450-t.html
ER  -