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

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 an...

Ausführliche Beschreibung

Gespeichert in:
Hauptverfasser:
Engle, R. F., Watson, Mark W., Bollerslev, Tim, Russell, Jeffrey R.
Weitere Verfasser:
Bollerslev, Tim
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Oxford ; New York : Oxford University Press, 2010.
Zusammenfassung:
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. Engle's Nobel Prize citation focuses on his path-breaking work on autoregressive conditional heteroskedasticity (ARCH) and the profound effect that this work has had on the field of fin
Umfang:
1 online resource (432 p.)
Anmerkungen:
Description based upon print version of record.
Anmerkungen:
English
Bibliografie:
Includes bibliographical references and index.
ISBN:
9786612490521
0-19-157219-5
1-282-49052-4
Schlagworte:
Econometrics.
Time-series analysis.
Bezugswerke:
Links: