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The econometric modelling of financial time series. 2nd ed. (English) Zbl 1145.62402

Cambridge: Cambridge University Press (ISBN 0-521-62413-4/hbk; 0-521-62492-4/pbk). viii, 372 p. (1999).

MSC:

62P20 Applications of statistics to economics
91B84 Economic time series analysis
62-02 Research exposition (monographs, survey articles) pertaining to statistics
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