ARCH: Selected Readings - Advanced Texts in Econometrics - Engle - Books - Oxford University Press - 9780198774327 - November 16, 1995
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ARCH: Selected Readings - Advanced Texts in Econometrics

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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.


422 pages, line figures, tables

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 16, 1995
ISBN13 9780198774327
Publishers Oxford University Press
Pages 422
Dimensions 160 × 238 × 24 mm   ·   590 g
Language English  
Editor Engle

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