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The Nobel Memorial Prize for Robert F. Engle
Content Provider | Library of Congress - Books/Printed Material |
---|---|
Author | Diebold, Francis X. |
Temporal Coverage | 2004 |
Copyright Year | 2004 |
Abstract | "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. |
Language | English |
Publisher | National Bureau of Economic Research |
Publisher Place | Cambridge, MA |
Part of Series | Catalog |
Requires | HTML5 supported browser |
Access Restriction | Open |
Subject Keyword | (robert F.) R. F. Engle |
Subject Domain (in LCSH) | Engle, R. F.--(Robert F.) |
Subject Domain (in LCC) | HB1 |
Content Type | Text |
Resource Type | Book |