Volatility and time series econometrics : essays in honor of Robert Engle
ed. by Tim Bollerslev ...
| Year of publication: |
2010 ; 1. publ.
|
|---|---|
| Other Persons: | Bollerslev, Tim (ed.) ; Engle, Robert F. (honouree) ; Russell, Jeffrey R. (ed.) ; Watson, Mark W. (ed.) |
| Publisher: |
Oxford [u.a.] : Oxford Univ. Press |
| Subject: | Robert F. Engle | Ökonometrie | Econometrics | Zeitreihenanalyse | Time series analysis | Makroökonomik | Macroeconomics | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation | Finanzmarkt | Financial market | Theorie | Theory | USA | United States | Aufsatzsammlung | 1974-2003 |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [gbv.de] |
Online-Ausg.:
Bollerslev, Tim *1958-*. Volatility and time series econometrics, 1. publ.. - Oxford [u.a.] : Oxford Univ. Press, 2010. - XI, 419 S.
Persistent link: https://www.econbiz.de/10003861657