Volatility and time series econometrics essays in honor of Robert Engle / [electronic resource] :
edited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson.
- Oxford : Oxford University Press, 2010.
- 1 online resource (xi, 419 p.) : ill.
- Advanced texts in econometrics .
- Advanced texts in econometrics. .
Includes bibliographical references and index.
This volume celebrates and develops the work of Nobel Laureate Robert Engle. It includes original contributions from some of the world's leading econometricians that further Engle's work in time series economics.
9780191720567 (ebook) : No price
Finance--Econometric models.
Econometrics.
Time-series analysis.
HG106
332.015195
Includes bibliographical references and index.
This volume celebrates and develops the work of Nobel Laureate Robert Engle. It includes original contributions from some of the world's leading econometricians that further Engle's work in time series economics.
9780191720567 (ebook) : No price
Finance--Econometric models.
Econometrics.
Time-series analysis.
HG106
332.015195