ARCH: Selected Readings (Advanced Texts in Econometrics)

New
Paperback
1995
$77.64

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.

Synopsis

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.

$77.64

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10 in stock

More Information

Format: Paperback
Pages: 424
Publisher: OUP Oxford
Published: 16 Nov 1995
ISBN 10: 019877432X
ISBN 13: 9780198774327

ARCH: Selected Readings (Advanced Texts in Econometrics)

New

$77.64

Synopsis

$77.64

More Information