The Nobel Memorial Prize for Robert F. Engle
收藏NBER2004-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10423
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资源简介：
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,
提供机构：
美国国家经济研究局
创建时间：
2004-04-01
