Central Bank of Nigeria Library

The econometric modelling of financial time series /

Mills, Terence C.

The econometric modelling of financial time series / - 2nd ed. - Cambridge, U.K. ; New York : Cambridge University Press, 1999. - viii, 372 p. :

Includes bibliographical references (p. 342-365) and index.

0521624134 0521624924 (pbk.)


Finance
Time-series analysis.
Stochastic processes.

HG174 / .M55 1999

657.3 MIL