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

By: Bollerslev, Tim
Material type: TextTextSeries: Advanced texts in econometricsPublisher: Oxford Oxford University Press 2010Description: xi, 419 p.ISBN: 9780199549498Subject(s): Econometrics | Time-series analysisDDC classification: 330.0151955 Summary: 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 series econometrics more generally. (http://www.oup.com)
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Slot 506 (0 Floor, West Wing) 330.0151955 V6 (Browse shelf) Available 173001

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 series econometrics more generally. (http://www.oup.com)

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