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

  • Kang L
Journal of Applied Statistics (2011) 38(10) 2371-2372
DOI: 10.1080/02664763.2010.530388
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Abstract

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.

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APA

Kang, L. (2011). Volatility and time series econometrics: essays in honor of Robert Engle. Journal of Applied Statistics, 38(10), 2371–2372. https://doi.org/10.1080/02664763.2010.530388

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