
Time Series Analysis by State Space Methods
James Durbin
₹5,011

essays in honor of Robert F. Engle
by Tim Bollerslev, Jeffrey Russell, Mark Watson
Oxford Univ Pr · 2009
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Published by Oxford Univ Pr in 2009, Volatility and Time Series Econometrics: essays in honor of Robert F. Engle by Tim Bollerslev, Jeffrey Russell & others runs to 419 pages. It belongs to the Advanced texts in econometrics series.
Topics covered include Time-series analysis, Econometrics and Finance.