Volatility and time series econometrics :
Volatility and time series econometrics : essays in honor of Robert F. Engle /
edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson.
- Oxford ; New York : Oxford University Press, 2010.
- Advanced texts in econometrics .
Oxford scholarship online Economics and Finance
Includes bibliographical references and index.
9780199549498 (hbk.) 0199549494 (hbk.)
Econometrics.
Time-series analysis.
/ -
Oxford scholarship online Economics and Finance
Includes bibliographical references and index.
9780199549498 (hbk.) 0199549494 (hbk.)
Econometrics.
Time-series analysis.
/ -