The Co-operative University of Kenya

The Econometric Modelling of Financial Time Series /

Mills, Terence C.

The Econometric Modelling of Financial Time Series / Terence C. Mills, Raphael N. Markellos. - 3rd ed. - Cambridge, UK ; New York : Cambridge University Press, 2008. - xii, 456 p. : ill. ; 26 cm.

Includes bibliographical references (p. 412-445) and index.

9780521883818 (hbk. : alk. paper) 0521883814 (hbk. : alk. paper) 9780521710091 (pbk. : alk. paper) 052171009X (pbk. : alk. paper)

2007048450


Finance--Econometric models.
Time-series analysis.
Stochastic processes.

HG174 / .M55 2008

332.01/5195

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