Econometric analysis of financial and economic time series / Econometric analysis of financial & economic time series edited by Dek Terrell, Thomas B. Fomby - Amsterdam : Elsevier JAI, 2006 - 2 v. : ill., ports. ; 24 cm. - Advances in econometrics ; v. 20 .

Includes bibliographical references

0762312742 (pt. A : hbk.) RM467.28 0762312734 (pt. B : hbk.) RM467.28 9780762312740 (hbk.) 9780762312733 (hbk.)


Econometric models
Finance--Econometric models
Time-series analysis