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New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / Wojciech W. Charemza and Derek F. Deadman.

by Charemza, Wojciech | Deadman, Derek.

Edition: 2nd ed.Publisher: Lyme, N.H. : Edward Elgar Pub., 1997Availability: Items available for loan: Taylor's Library-TU [Call number: 330.015195 CHA] (2).
ARCH models for financial applications / Evdokia Xekalaki, Stavros Degiannakis.

by Xekalaki, Evdokia | Degiannakis, Stavros.

Publisher: Chichester, West Sussex : Wiley, 2010Availability: Items available for loan: Taylor's Library-TU [Call number: 332.015195 XEK 2010] (2).