Volatility and Time Series Econometrics

Download or Read eBook Volatility and Time Series Econometrics PDF 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.

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)

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Book Synopsis Volatility and Time Series Econometrics by : Mark Watson

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

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