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 focuses on his path-breaking work on autoregressive conditional heteroskedasticity ...
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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 focuses on his path-breaking work on autoregressive conditional heteroskedasticity (ARCH) and the profound effect that this work has had on the field of financial econometrics. Several of the chapters focus on conditional heteroskedasticity, and develop the ideas of Engle's Nobel Prize winning work. Engle's work has had its most profound effect on the modelling of financial variables and several of the chapters use newly developed time series methods to study the behavior of financial variables. Each of the 16 chapters may be read in isolation, but they all importantly build on and relate to the seminal work by Nobel Laureate Robert F. Engle.
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Add this copy of Volatility and Time Series Econometrics: Essays in to cart. $101.31, new condition, Sold by Prior Books rated 5.0 out of 5 stars, ships from Cheltenham, GLOUCESTERSHIRE, UNITED KINGDOM, published 2010 by Oxford University Press.
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New. Size: 9x6x0; Hardback book in new condition: firm and square with strong joints. Looks and feel unread. Thus the contents are crisp, fresh and tight. And so a very nice book in great condition, now offered for sale at a reasonable price.
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New. Print on demand Glued binding. Cloth over boards. With dust jacket. 432 p. Contains: Unspecified, Tables, black & white, Figures. Advanced Texts in Econometrics.
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New. Glued binding. Cloth over boards. With dust jacket. 432 p. Contains: Unspecified, Tables, black & white, Figures. Advanced Texts in Econometrics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Volatility and Time Series Econometrics: Essays in to cart. $206.17, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2010 by Oxford University Press (UK).
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Fine. Glued binding. Cloth over boards. With dust jacket. 432 p. Contains: Unspecified, Tables, black & white, Figures. Advanced Texts in Econometrics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
