Volatility and time series econometrics [electronic resource] : essays in honor of Robert Engle /
by Engle, R. F. (Robert F.); Watson, Mark W; Bollerslev, Tim; Russell, Jeffrey R.
Material type:
BookSeries: Advanced texts in econometrics: Publisher: Oxford : Oxford University Press, 2010Description: 1 online resource (xi, 419 p.) : ill.ISBN: 9780191720567 (ebook) :.Subject(s): Finance -- Econometric models | Econometrics | Time-series analysisOnline resources: Oxford scholarship online Summary: 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.
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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.
Description based on print version record.
Includes bibliographical references and index.
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