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] |
| Extent: | XI, 419 S. graph. Darst. a |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung ; Festschrift |
| Language: | English |
| Notes: | Literaturverz. S. 365 - 400 Enth. 16 Beitr. |
| ISBN: | 978-0-19-954949-8 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Makroökonomie |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003861657