Volatility and Time Series Econometrics (English, Tim Bollerslev | Jeffrey Russell | Mark Watson)
by Tim Bollerslev | Jeffrey Russell | Mark Watson
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Book Details
Publisher
Oxford University Press (UK)
Language
English
ISBN-13
9780199549498
ISBN-10
0199549494
Author
Tim Bollerslev | Jeffrey Russell | Mark Watson
About the Book
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 focuse…
ISBN: 9780199549498
ISBN-13: 9780199549498
ISBN-10: 0199549494
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Product ID: isbn-9780199549498
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