Cover Image

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.
Description
Physical Description:xi, 419 pages : illustrations, maps ; 26 cm.
Bibliography:Includes bibliographical references and index.
ISBN:9780199549498 (hbk.)
0199549494 (hbk.)