The Nobel Memorial Prize for Robert F. Engle
By: Francis X. Diebold.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series ;; working paper 10423; Working paper series (National Bureau of Economic Research : Online) ;; working paper no. 10423.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, MA
Language: eng
Format: Electronic resource
Subjects: Engle, R. F.
Description: "I review and interpret two of Robert Engle's most important contributions: The theory and application of cointegration, and the theory and application of dynamic volatility models.  I treat the latter much more extensively, de-emphasizing technical aspects and focusing instead on the intuition, nuances and importance of the work"--National Bureau of Economic Research web site.
Notes: Also available in print.
Includes bibliographical references.
Title from PDF file as viewed on 1/13/2005.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.