01529nam a2200361 a 4500001001400000003000800014005001700022006001900039007001500058008004100073020003800114040002100152050001000173082001900183245017000202260004600372300004300418490003500461520021700496588004700713504005100760650003300811650001800844650002600862700003000888700002000918700002800938700002400966776003300990830003601023856009101059999001701150EDZ0000076025StDuBDS20150804193931.0m||||||||d||||||||cr||||||||||||100505s2010    enka   fo     011 0 eng|d  a9780191720567 (ebook) :cNo price  aStDuBDScStDuBDS 4aHG10604a332.01519522200aVolatility and time series econometricsh[electronic resource] :bessays in honor of Robert Engle /cedited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson.  aOxford :bOxford University Press,c2010.  a1 online resource (xi, 419 p.) :bill.1 aAdvanced texts in econometrics8 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.  aDescription based on print version record.  aIncludes bibliographical references and index. 0aFinancexEconometric models. 0aEconometrics. 0aTime-series analysis.1 aEngle, R. F.q(Robert F.)1 aWatson, Mark W.1 aBollerslev, Tim,d1958-1 aRussell, Jeffrey R.08iPrint versionz9780199549498 0aAdvanced texts in econometrics.403Oxford scholarship onlineuhttp://dx.doi.org/10.1093/acprof:oso/9780199549498.001.0001  c37308d37308