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Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contributions by some the leading academic researchers in the fields of time series econometrics, forecasting, volatility modelling, financial econometrics and urban economics, along with historical perspectives related to field of time series econometrics more generally.
Engle's Nobel Prize citation focuses on his path-breaking work on autoregressive conditional heteroskedasticity (ARCH) and the profound effect that this work has had on the field...

Diplomarbeit aus dem Jahr 1997 im Fachbereich Informatik - Wirtschaftsinformatik, Note: 2,3, FernUniversitat Hagen (Unbekannt), Sprache: Deutsch, Abstract: Inhaltsangabe: Einleitung: Viele der in der Informationsverarbeitung vorkommenden Anwendungsfalle zeichnen sich durch einfache Strukturen und einfaches, vereinheitlichtes Verhalten aus. Diese Anwendungsfalle konnen mit dem Relationenmodell ohne semantischen Bruch abgebildet werden. Aus diesem Grund haben relationale Datenbanksysteme nach dem derzeitigen Stand einen weiten Verbreitungsgrad in Wirtschaft und Verwaltung. Zur Entwicklung...

Volatility ranks among the most active and successful areas of research in econometrics and empirical asset pricing finance over the past three decades. This two-volume collection of papers comprises some of the most influential published works from this burgeoning literature, both classic and contemporary. Topics covered include GARCH, stochastic and multivariate volatility models as well as forecasting, evaluation and high-frequency data. Together with an original introduction by the editors, this definitive compilation presents the most important milestones and contributions that helped...