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

Bibliographic Details

Other Authors:	Engle, R. F. (Robert F.), Watson, Mark W., Bollerslev, Tim, 1958-, Russell, Jeffrey R.
Format:	Book
Language:	English
Published:	Oxford ; New York : Oxford University Press, 2010.
Series:	Advanced texts in econometrics.
Subjects:	Econometrics. Time-series analysis.