Volatility and time series econometrics : essays in honor of Robert F. Engle /

Other Authors: Engle, R. F., Watson, Mark W., Bollerslev, Tim,, Russell, Jeffrey R.
Format: Book
Language:English
Published: Oxford ; New York : Oxford University Press, 2010
Series:Advanced texts in econometrics
Subjects:
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245 1 0 |a Volatility and time series econometrics :   |b essays in honor of Robert F. Engle /   |c edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson 
260 |a Oxford ;   |b Oxford University Press,   |c 2010  |a New York :  
300 |a xi, 419 p. :   |b ill., maps ;   |c 26 cm 
490 0 |a Advanced texts in econometrics 
504 |a Includes bibliographical references and index 
650 0 |a Econometrics 
650 0 |a Time-series analysis 
700 1 |a Engle, R. F.  
700 1 |a Watson, Mark W. 
700 1 |a Bollerslev, Tim,  
700 1 |a Russell, Jeffrey R. 
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