Volatility and time series econometrics : essays in honor of Robert F. Engle

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Bibliographic Information

Title
"Volatility and time series econometrics : essays in honor of Robert F. Engle"
Statement of Responsibility
edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson
Publisher
  • Oxford University Press
Publication Year
  • 2010
Book size
25 cm
Series Name / No
  • : hbk

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Notes

Includes bibliographical references (p. 365-400) and index

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