Finacial econometrics : from basics to advanced modeling techniques / Svetlozar T. Rachev, Stefan Mittnik, Frank J.Fabozzi, Sergio M. Focardi . - New Jersey : John Wiley & sons, 2007 . - XX- 553 p. : ill. ; 24 cm. - Finance . Index ISBN: 9780471784500 0471784508 Universal Decimal Class. No.: 330.115.