| Record ID | marc_loc_2016/BooksAll.2016.part33.utf8:68932052:1465 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part33.utf8:68932052:1465?format=raw |
LEADER: 01465cam a22002897a 4500
001 2005615691
003 DLC
005 20050202094509.0
007 cr |||||||||||
008 050113s2004 mau sb 000 0 eng
010 $a 2005615691
040 $aDLC$cDLC
050 00 $aHB1
100 1 $aDiebold, Francis X.,$d1959-
245 14 $aThe Nobel Memorial Prize for Robert F. Engle$h[electronic resource] /$cFrancis X. Diebold.
260 $aCambridge, MA :$bNational Bureau of Economic Research,$cc2004.
490 1 $aNBER working paper series ;$vworking paper 10423
538 $aSystem requirements: Adobe Acrobat Reader.
538 $aMode of access: World Wide Web.
500 $aTitle from PDF file as viewed on 1/13/2005.
530 $aAlso available in print.
504 $aIncludes bibliographical references.
520 3 $a"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.
600 10 $aEngle, R. F.$q(Robert F.)
710 2 $aNational Bureau of Economic Research.
830 0 $aWorking paper series (National Bureau of Economic Research : Online) ;$vworking paper no. 10423.
856 40 $uhttp://papers.nber.org/papers/w10423