Volatility and time series econometrics
Subtitle: essays in honor of Robert F. Engle
By: edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson
Series: Advanced texts in econometrics
Publisher: Oxford University Press
Published: 2010
Place of publication: Oxford; New York
Language: eng
Number of pages: 419
ISBN-13: 9780199549498
Notes: Includes bibliographical references and index.