Volatility and time series econometrics : essays in honor of Robert Engle / edited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson.

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.

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Bibliographic Details
Other Authors: Engle, R. F. (Robert F.), Watson, Mark W., Bollerslev, Tim, 1958-, Russell, Jeffrey R.
Format: eBook
Language:English
Published: Oxford : Oxford University Press, 2010.
Series:Advanced texts in econometrics.
Subjects:
Online Access:Click for online access

MARC

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