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Volatility and time series econometr...

Engle, R. F.

Volatility and time series econometrics = essays in honor of Robert Engle /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Volatility and time series econometrics/ edited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson.
Reminder of title:	essays in honor of Robert Engle /
other author:	Engle, R. F.
Published:	Oxford :Oxford University Press, : 2010.,
Description:	1 online resource (xi, 419 p.) :ill. :
Subject:	Finance - Econometric models. -
Online resource:	http://dx.doi.org/10.1093/acprof:oso/9780199549498.001.0001
ISBN:	9780191720567 (ebook) :

Volatility and time series econometrics = essays in honor of Robert Engle /
Volatility and time series econometricsessays in honor of Robert Engle /[electronic resource] :edited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson. - Oxford :Oxford University Press,2010. - 1 online resource (xi, 419 p.) :ill. - Advanced texts in econometrics. - Advanced texts in econometrics..

Includes bibliographical references and index.

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.

ISBN: 9780191720567 (ebook) :No priceSubjects--Topical Terms:

557154
Finance
--Econometric models.

LC Class. No.: HG106

Dewey Class. No.: 332'.015195

Volatility and time series econometrics = essays in honor of Robert Engle /
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020 $a 9780191720567 (ebook) : $c No price
020 $a 0191720569 (ebook) : $c No price
035 $a EDZ0000076025
040 $a StDuBDS $c StDuBDS
050 4 $a HG106
082 0 4 $a 332'.015195 $2 22
245 0 0 $a Volatility and time series econometrics $h [electronic resource] : $b essays in honor of Robert Engle / $c edited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson.
260 $a Oxford : $b Oxford University Press, $c 2010.
300 $a 1 online resource (xi, 419 p.) : $b ill.
490 1 $a Advanced texts in econometrics
504 $a Includes bibliographical references and index.
520 8 $a 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.
588 $a Description based on print version record.
650 0 $a Finance $x Econometric models. $3 557154
650 0 $a Econometrics. $3 556981
650 0 $a Time-series analysis. $3 528412
700 1 $a Engle, R. F. $q (Robert F.) $3 868610
700 1 $a Watson, Mark W. $3 599604
700 1 $a Bollerslev, Tim, $d 1958- $3 868611
700 1 $a Russell, Jeffrey R. $3 868612
776 0 8 $i Print version $z 9780199549498
830 0 $a Advanced texts in econometrics. $3 868613
856 4 0 $3 Oxford scholarship online $u http://dx.doi.org/10.1093/acprof:oso/9780199549498.001.0001

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