Volatility and time series econometrics: essays in honor.
Get this from a library! Volatility and time series econometrics: essays in honor of Robert Engle. (R F Engle; Mark W Watson; Tim Bollerslev; Jeffrey R Russell;) -- This volume celebrates and develops the work of Nobel Laureate Robert Engle. It includes original contributions from some of the world's leading econometricians that further Engle's work in time.
Volatility and Time Series Econometrics: Essays in Honor of Robert Engle. Edited by Tim Bollerslev (), Jeffrey Russell and Mark Watson. in OUP Catalogue from Oxford University Press. Abstract: Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contributions by some the leading academic researchers in the.
Original language: English (US) Title of host publication: Volatility and Time Series Econometrics: Subtitle of host publication: Essays in Honor of Robert Engle.
Research Papers. Diebold, F.X., Goulet Coulombe, P., Goebel, M., Rudebusch, G.D. and Zhang, B. (2020), “Optimal Combination of Arctic Sea Ice Extent Measures: A.
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Volatility and time series econometrics: essays in honor of Robert Engle. ed. by Tim Bollerslev. Year of publication.
Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contributions by some the leading academic researchers in the fields of time series econometrics, forecasting, volatility modelling, financial econometrics and urban economics, along with historical perspectives related to field of time s.