An edition of The Nobel Memorial Prize for Robert F. Engle
(2004)
The Nobel Memorial Prize for Robert F. Engle
by Francis X. Diebold
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"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.
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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.
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| December 13, 2020 | Edited by MARC Bot | import existing book |
| February 1, 2010 | Edited by WorkBot | add more information to works |
| December 9, 2009 | Created by WorkBot | add works page |