01529nam a2200361 a 4500 EDZ0000076025 StDuBDS 20150804193931.0 m||||||||d|||||||| cr|||||||||||| 100505s2010 enka fo 011 0 eng|d 9780191720567 (ebook) : No price StDuBDS StDuBDS HG106 332.015195 22 Volatility and time series econometrics [electronic resource] : essays in honor of Robert Engle / 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 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. Finance Econometric models. Econometrics. Time-series analysis. Engle, R. F. (Robert F.) Watson, Mark W. Bollerslev, Tim, 1958- Russell, Jeffrey R. Print version 9780199549498 Advanced texts in econometrics. Oxford scholarship online http://dx.doi.org/10.1093/acprof:oso/9780199549498.001.0001 37308 37308