The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
by Jennifer Castle, Neil Shephard
ISBN 13: 9780199237197
Format: Hardcover (480 pages) Publisher: OUP Oxford Published: 30 Apr 2009
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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)
by
ISBN 13: 9780199257201
Format: Paperback (534 pages) Publisher: OUP Oxford Published: 10 Mar 2005