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

Author(s)

• Bollerslev, Tim
• Russell, Jeffrey R.
• Watson, Mark W.

Bibliographic Information

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

edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson

（Advanced texts in econometrics）

Oxford University Press, 2010

• : hbk

Note

Includes bibliographical references (p. 365-400) and index

Details

• NCID: BB01275220
• ISBN:
  • 9780199549498
• LCCN: 2009041065
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: xi, 419 p.
• Size: 25 cm
• Classification:
  • LCC : HB139
  • DC22 : 330.01/51955
• Subject Headings:
  • LCSH : Econometrics
  • LCSH : Time-series analysis
  • FREE : Engle, Robert F.
• Parent Bibliography ID:
  • BA12388775