by RobertF.Engle (Editor)
In the early 1980s, R.F. Engle pioneered the econometric technique of auto-regressive conditional heteroskedasticity (ARCH). This collection of essays explores both applied and theoretical ARCH models. Its introduction traces the development of this field of econometrics.
Format: Paperback
Pages: 424
Publisher: OUP Oxford
Published: 16 Nov 1995
ISBN 10: 019877432X
ISBN 13: 9780198774327
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