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£64.00
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ISBN: 9780199549498 - Volatility and Time Series Econometrics Volatility and Time Series Econometrics
Mark W Watson, Tim Bollerslev, Jeffrey Russell

ISBN10: 0199549494  ISBN13: 9780199549498
Publisher: Oxford University Press
Format: Hardback
Publication date: 11 Feb 2010
A volume that 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 series economics Robert Engle received the Nobel... More