000 01529nam a2200361 a 4500
001 EDZ0000076025
003 StDuBDS
005 20150804193931.0
006 m||||||||d||||||||
007 cr||||||||||||
008 100505s2010 enka fo 011 0 eng|d
020 _a9780191720567 (ebook) :
_cNo price
040 _aStDuBDS
_cStDuBDS
050 4 _aHG106
082 0 4 _a332.015195
_222
245 0 0 _aVolatility and time series econometrics
_h[electronic resource] :
_bessays in honor of Robert Engle /
_cedited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson.
260 _aOxford :
_bOxford University Press,
_c2010.
300 _a1 online resource (xi, 419 p.) :
_bill.
490 1 _aAdvanced texts in econometrics
520 8 _aThis 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.
588 _aDescription based on print version record.
504 _aIncludes bibliographical references and index.
650 0 _aFinance
_xEconometric models.
650 0 _aEconometrics.
650 0 _aTime-series analysis.
700 1 _aEngle, R. F.
_q(Robert F.)
700 1 _aWatson, Mark W.
700 1 _aBollerslev, Tim,
_d1958-
700 1 _aRussell, Jeffrey R.
776 0 8 _iPrint version
_z9780199549498
830 0 _aAdvanced texts in econometrics.
856 4 0 _3Oxford scholarship online
_uhttp://dx.doi.org/10.1093/acprof:oso/9780199549498.001.0001
999 _c37308
_d37308