ARCH: Selected Readings

Paperback Engels 1995 9780198774327
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Samenvatting

In the early 1980s, R. F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable amount of literature. This collection brings together readings on ARCH models, both applied and theoretical, half by Engle himself and half by other econometricians working in the field. It begins with an introduction by the editor which traces the development of the field.

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ISBN13:9780198774327
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:422
Uitgever:OUP OXFORD

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          ARCH: Selected Readings