Volatility and time series econometrics
essays in honor of Robert Engle
Engle, R. F. (Robert F.)
Watson, Mark W.
Bollerslev, Tim
1958-
Russell, Jeffrey R.
text
festschrift
enk
Oxford
Oxford University Press
2010
monographic
eng
1 online resource (xi, 419 p.) : ill.
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.
specialized
edited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson.
Includes bibliographical references and index.
Finance
Econometric models
Econometrics
Time-series analysis
HG106
332.015195
Advanced texts in econometrics
9780191720567 (ebook) :
http://dx.doi.org/10.1093/acprof:oso/9780199549498.001.0001
http://dx.doi.org/10.1093/acprof:oso/9780199549498.001.0001
StDuBDS
100505
20150804193931.0
EDZ0000076025