The Econometric Modelling of Financial Time Series
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Published By Cambridge University Press

9780511754128
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Introduction

2010 ◽  
pp. 1-7
Author(s):  
Terence C. Mills

Univariate non-linear stochastic models

2010 ◽  
pp. 122-176
Author(s):  
Terence C. Mills
Keyword(s):  
Stochastic Models ◽  
Non Linear

Preface to second edition

2010 ◽  
pp. vii-viii ◽  
Author(s):  
Terence C. Mills

References

2010 ◽  
pp. 342-365
Author(s):  
Terence C. Mills

Modelling return distributions

2010 ◽  
pp. 177-204 ◽  
Author(s):  
Terence C. Mills
Keyword(s):  
Return Distributions

Univariate linear stochastic models: further topics

2010 ◽  
pp. 61-121
Author(s):  
Terence C. Mills
Keyword(s):  
Stochastic Models

Univariate linear stochastic models: basic concepts

2010 ◽  
pp. 8-60
Author(s):  
Terence C. Mills
Keyword(s):  
Stochastic Models ◽  
Basic Concepts
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