Téléchargez le livre : Volatility and Time Series Econometrics

Volatility and Time Series Econometrics

Essays in Honor of Robert Engle de

, ,

Éditeur :

OUP Oxford


Paru le : 2010-02-11

eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
109,91 €
Téléchargement immédiat
Dès validation de votre commande
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description
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.
Pages
n.c
Collection
n.c
Parution
2010-02-11
Marque
OUP Oxford
EAN papier
9780191572197
EAN PDF
9780191572197
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
0
Taille du fichier
4383 Ko
Prix
109,91 €

Suggestions personnalisées