Volatilität und Zeitreihen Ökonometrie: Essays zu Ehren von Robert Engle von Tim
171,60 €
Several of the chaptersfocus on conditional heteroskedasticity, and develop the ideas of Engle's Nobel Prize winning work. Each of the 16 chapters may be read in isolation, but they all importantly build on and relate to the seminal work by Nobel Laureate Robert F. Engle.
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