Journals Higher Education

$155.00

Hardcover

Published: 19 April 2010

432 Pages | 92 Figures, 70 Tables

ISBN: 9780199549498


Also Available As:

Ebook


Also Available In:


Bookseller Code (06)

Volatility and Time Series Econometrics

Essays in Honor of Robert Engle

Edited by Tim Bollerslev, Jeffrey Russell, and Mark Watson

Advanced Texts in Econometrics

  • Celebrates the extraordinary career and seminal influence of Nobel Laureate Robert F. Engle and builds on his work
  • Contains 16 original research contributions by some the leading academic researchers in the field
  • Contributions span the range of Engle's career covering topics such as urban economics and housing, the ARCH model and time varying volatility, dynamic specification and forecasting, and finance.
  • Opening chapter by Clive Granger provides a highly accessible history of econometrics at UCSD

$155.00

Hardcover

Published: 19 April 2010

432 Pages | 92 Figures, 70 Tables

ISBN: 9780199549498


Also Available As:

Ebook


Also Available In:


Bookseller Code (06)

Also of Interest

Volatility and Time Series Econometrics

Essays in Honor of Robert Engle

Edited by Tim Bollerslev, Jeffrey Russell, and Mark Watson

Advanced Texts in Econometrics

  • Celebrates the extraordinary career and seminal influence of Nobel Laureate Robert F. Engle and builds on his work
  • Contains 16 original research contributions by some the leading academic researchers in the field
  • Contributions span the range of Engle's career covering topics such as urban economics and housing, the ARCH model and time varying volatility, dynamic specification and forecasting, and finance.
  • Opening chapter by Clive Granger provides a highly accessible history of econometrics at UCSD

$155.00

Hardcover

Published: 19 April 2010

432 Pages | 92 Figures, 70 Tables

ISBN: 9780199549498


Also Available As:

Ebook


Also Available In:


Bookseller Code (06)

Also of Interest