The econometric modelling of financial time series
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| Other Authors: | |
| Published: |
Cambridge:
Cambridge University Press,
2008
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| Edition: | Third edition |
| Subjects: |
| Physical Description: | xiii, 456 pages: illustrations; 26 cm |
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| Bibliography: | Includes bibliography and index |
| ISBN: | 9780521883818 9780521710091 |