An edition of The Nobel Memorial Prize for Robert F. Engle (2004)

The Nobel Memorial Prize for Robert F. Engle

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The Nobel Memorial Prize for Robert F. Engle
Francis X. Diebold, Francis X. ...
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Last edited by MARC Bot
December 13, 2020 | History
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An edition of The Nobel Memorial Prize for Robert F. Engle (2004)

The Nobel Memorial Prize for Robert F. Engle

by

"I review and interpret two of Robert Engle's most important contributions: The theory and application of cointegration, and the theory and application of dynamic volatility models. I treat the latter much more extensively, de-emphasizing technical aspects and focusing instead on the intuition, nuances and importance of the work"--National Bureau of Economic Research web site.

Publish Date
Publisher
National Bureau of Economic Research
Language
English

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R. F. Engle
Edition Availability
Cover of: The Nobel Memorial Prize for Robert F. Engle
The Nobel Memorial Prize for Robert F. Engle
2004, National Bureau of Economic Research
Electronic resource in English

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Book Details

Edition Notes

Also available in print.
Includes bibliographical references.
Title from PDF file as viewed on 1/13/2005.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.

Published in
Cambridge, MA
Series
NBER working paper series ;, working paper 10423, Working paper series (National Bureau of Economic Research : Online) ;, working paper no. 10423.

Classifications

Library of Congress
HB1

The Physical Object

Format
Electronic resource

Edition Identifiers

Open Library
OL3476226M
LCCN
2005615691

Work Identifiers

Work ID
OL1942217W

Source records

Library of Congress MARC record

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 13, 2020 Edited by MARC Bot import existing book
July 31, 2012 Edited by VacuumBot Updated format '[electronic resource] /' to 'Electronic resource'
December 12, 2009 Edited by WorkBot link works
October 31, 2008 Edited by ImportBot add URIs from original MARC record
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record