000			02170cam^a2200409^a^4500
001			UDM01000141293
003			UDM
005			20210531214128.0
008			120424s2008^^^^enka^^^^^b^^^^001^0^eng^^
020			_a052171009X _q(pbk. : alk. paper)
020			_a9780521710091 _q(pbk. : alk. paper)
040			_aDLC _beng _cDLC _dYDXCP _dBAKER _dBTCTA _dBWKUK _dBWX _dVLB _dUBA _dMUQ _dSNK _dHEBIS _dDEBBG _dOCL _dBDX _dUN@
082	0	4	_a332.01 _bM657e 2008
100	1		_9247513 _aMills, Terence C, _eautor
245	1	4	_aThe econometric modelling of financial time series / _cTerence C. Mills, Raphael N. Markellos.
250			_a3rd ed.
264	3	1	_aCambridge, UK ; _aNew York : _bCambridge University Press, _c2008.
300			_axii, 456 páginas : _bilustraciones ; _c26 cm.
336			_atexto _btxt _2rdacontent
337			_ano mediado _bn _2rdamedia
338			_avolumen _bnc _2rdacarrier
504			_aIncluye bibliografía. (p. 412-445).
505	0		_aUnivariate 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.
650	1	4	_949855 _aAnálisis de series de tiempo.
650	1	4	_9324704 _aFinanzas. _xModelos econométricos.
650	1	4	_915929 _aProcesos estocásticos.
700	1		_9241371 _aMarkellos, Raphael N. _eautor
856			_a_ _yTabla de contenido _uhttp://catdir.loc.gov/catdir/enhancements/fy0805/2007048450-t.html
942			_2ddc _cGEN
991			_aC0 _bUN@
991			_aCAIA _aPR12 _a000101412, Villarreal Celestino, Cuahutémoc
997			_aHZ _b00 _c20140722 _lUDM01 _h1028
998			_aBATCH-UPD _b00 _c20150424 _lUDM01 _h0121
999			_c129104 _d129104
900			_aECO
900			_aCNT