VVolatility and time series econometricsVolatility and time series econometricsde R. F. EngleMateriasTime-series analysisEconometricsEdiciones (1)Volatility and time series econometrics (2010)Oxford University Press · inglés · ISBN 9780199549498Más obras de R. F. EngleAAutoregressive conditional heteroscedasticity with estimatesAutoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations
AAutoregressive conditional heteroscedasticity with estimatesAutoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations
EEstimating sectorial cycles using cointegration and common fEstimating sectorial cycles using cointegration and common features