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
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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

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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.

Publish Date
Publisher
National Bureau of Economic Research
Language
English

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R. F. Engle

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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

Published in

Cambridge, MA

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.

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

ID Numbers

Open Library
OL3476226M
LCCN
2005615691

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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