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

Published Oxford : Oxford University Press, 2010

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Description 1 online resource (xi, 419 pages) : illustrations Series Advanced texts in econometrics Advanced texts in econometrics. 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 Bibliography Includes bibliographical references and index Notes Print version record Subject Finance -- Econometric models Econometrics. Time-series analysis. Econometrics Finance -- Econometric models Time-series analysis Genre/Form Electronic books Festschriften Festschriften. Form Electronic book Author Engle, R. F. (Robert F.) Watson, Mark W Bollerslev, Tim, 1958- Russell, Jeffrey R ISBN 9780191720567 0191720569 9780199549498 0199549494

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