Volatility and Time Series Econometrics
Author | : Mark Watson |
Publisher | : Oxford University Press |
Total Pages | : 432 |
Release | : 2010-02-11 |
ISBN-10 | : 9780199549498 |
ISBN-13 | : 0199549494 |
Rating | : 4/5 (98 Downloads) |
Book Synopsis Volatility and Time Series Econometrics by : Mark Watson
Download or read book Volatility and Time Series Econometrics written by Mark Watson and published by Oxford University Press. This book was released on 2010-02-11 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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