The econometric modelling of financial time series /

By:

Mills, Terence C

Material type: Text

TextPublication details: Cambridge, U.K. ; New York : Cambridge University Press, 1999.Edition: 2nd edDescription: viii, 372 pISBN:

0521624134
0521624924 (pbk.)

Subject(s):

DDC classification:

332/.01/5195

LOC classification:

HG174 .M55 1999

Online resources:

Summary: This second edition includes a great deal of new material that has been developed in the last six years, and also provides a more in-depth treatment of two crucial, and related, areas: the theory of integrated processes and cointegration.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Monograph & others	CBN KATSINA BRANCH LIBRARY General Stacks	Non-fiction	330.43 MIL (Browse shelf(Opens below))	Available		31008100502125

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

This second edition includes a great deal of new material that has been developed in the last six years, and also provides a more in-depth treatment of two crucial, and related, areas: the theory of integrated processes and cointegration.

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