This book is a slightly revised version of my doctoral dissertation which has been accepted by the Department of Economics and Business Administration of the Ju

A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricia

Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics

Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first s