Volatility and time series econometrics essays in honor of Robert Engle

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

Bibliographic Details
Main Author: Engle, R. F.
Other Authors: Watson, Mark W., Bollerslev, Tim, Russell, Jeffrey R.
Format: eBook
Language:English
Published: Oxford Oxford University Press 2010, 2010
Series:Advanced texts in econometrics / Advanced texts in econometrics
Subjects:
Online Access:
Collection: Oxford University Press - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:xi, 419 p. ill
ISBN:9780191720567