Volatility and time series econometrics [electronic resource] : essays in honor of Robert Engle / edited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson. Engle, R. F. (Robert F.) Watson, Mark W. Bollerslev, Tim, 1958- Russell, Jeffrey R. Finance Econometric models. Econometrics. Time-series analysis. HG106 332.015195 22 Includes bibliographical references and index. Description based on print version record. 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. Oxford : Oxford University Press, 2010. 2010. 2010 Text 1 online resource (xi, 419 p.) : http://dx.doi.org/10.1093/acprof:oso/9780199549498.001.0001 eng Advanced texts in econometrics Advanced texts in econometrics.