Mills, Terence C. <br/><br/>
The econometric modelling of financial time series/ 2nd ed. 

 - Cambridge  Cambridge University Press  1999 
 - 372p. 
<br/><br/><label>ISBN: </label>0-521-62492-4 
<br/><br/><label>Subjects--Index Terms: </label>Finance- Econometric models 
<br/><br/><label>Dewey Class. No.: </label>519.866  / MIL