ARCH: Selected Readings (Advanced Texts in Econometrics)

by RobertF.Engle (Editor)

• Used

  Paperback
  1995

  $3.45

  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.

• New

  Paperback
  1995

  $82.30

  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.