Volatility and time series econometrics
Subtitle: essays in honor of Robert F. Engle
By: edited by Mark W. Watson, Tim Bollerslev, and Jeffrey R. Russell.
Contributors: Engle, R. F.; Watson, Mark W.; Bollerslev, Tim, 1958-; Russell, Jeffrey R.
Series: Advanced texts in econometrics
Publisher: Oxford University Press
Published: 2009
Place of publication: Oxford; New York
Language: eng
ISBN-13: 9780199549498
Subjects: Econometrics; Time-series analysis