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ISBN: 0199549494 / ISBN-13: 9780199549498

Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle

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Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research ... Show synopsis

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  • Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle (Oxford University Press, USA) – Hardcover (2010)
    by Tim Bollerslev (Editor), Jeffrey R Russell (Editor), Mark W Watson (Editor)

    Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle

    Hardcover, Oxford University Press, USA
    2010
    English
    419 pages

    ISBN: 0199549494
    ISBN-13: 9780199549498

    Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contributions by some the leading academic researchers in the fields of time series econometrics, forecasting, volatility modelling, financial econometrics and urban economics, along with historical perspectives related to field of time series econometrics more generally. Engle's Nobel Prize citation focuses on his path-breaking work on autoregressive conditional heteroskedasticity ... Show more

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