Volatility and time series econometrics : essays in honor of Robert F. Engle / edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson.
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Corporate Author: | |
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Other Authors: | , , , |
Format: | Ebook |
Language: | English |
Published: |
Oxford ; New York :
Oxford University Press,
2010.
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Series: | Advanced texts in econometrics.
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Subjects: | |
Online Access: | Oxford Scholarship Online |
Format: | Mode of access: World Wide Web. |
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Bibliography: | Includes bibliographical references and index. |
ISBN: | 0191572195 0191720569 0199775656 1282490524 9780191572197 9780191720567 9780199775651 9781282490529 |