The Econometric Modelling of Financial Time Series

Review

Peer reviewed

The Econometric Modelling of Financial Time Series

Journal of Economic Literature, Vol.33(3), pp.1356-1357

09/01/1995

Abstract

Book reviews

Econometrics

Time series

The Econometric Modelling of Financial Time Series, by Terence C. Mills, is reviewed.

Metrics

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Details

Title: The Econometric Modelling of Financial Time Series
Creators: Blake LeBaron
Publication Details: Journal of Economic Literature, Vol.33(3), pp.1356-1357
Publisher: American Economic Association; Nashville
Identifiers: 9924036595001921
Academic Unit: Brandeis International Business School; Department of Economics
Language: English
Resource Type: Review