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

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Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle - Bollerslev, Tim (Editor), and Russell, Jeffrey (Editor), and Watson, Mark (Editor)
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A volume that 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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Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle 2010, Oxford University Press, USA, Oxford, England

ISBN-13: 9780199549498

Hardcover