Volatility and Time Series Econometrics (English, Tim Bollerslev | Jeffrey Russell | Mark Watson)

Name: Volatility and Time Series Econometrics (English, Tim Bollerslev | Jeffrey Russell | Mark Watson)
SKU: isbn-9780199549498
Price: 5487.00 INR
Availability: InStock
ISBN: 9780199549498

By Tim Bollerslev | Jeffrey Russell | Mark WatsonOxford University Press (UK)

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ISBN-13	9780199549498
ISBN-10	0199549494

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About the Book

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 focuse…

ISBN: 9780199549498

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