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7. The Econometric Modelling of Financial Time Series
Author(s) -
Walden Andrew
Publication year - 1994
Publication title -
journal of the royal statistical society: series a (statistics in society)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.103
H-Index - 84
eISSN - 1467-985X
pISSN - 0964-1998
DOI - 10.2307/2983542
Subject(s) - series (stratigraphy) , econometrics , econometric model , time series , economics , finance , mathematics , statistics , geology , paleontology
7. The Econometric Modelling of Financial Time Series. By T. C. Mills. ISBN 0 521 41048 7. Cambridge University Press, Cambridge, 1993. viii + 248 pp. £35.