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Publisher: Oxford University Press, Incorporated Summary: In the early 1980s, R. F. Engle pioneered the econometric technique ofAuto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequentlygenerated a very considerable amount of literature. This collection bringstogether readings on ARCH models, both applied and theoretical, half by Englehimself and half by other econometricians working in the field. It begins withan introduction by the editor which traces t [read more]
9780198774310
ISBN:0198774311
Pub Date: 1995Publisher: Oxford University Press, Incorporated Summary: In the early 1980s, R. F. Engle pioneered the econometric technique ofAuto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequentlygenerated a very considerable amount of literature. This collection bringstogether readings on ARCH models, both applied and theoretical, half by Englehimself and half by other econometricians working in the field. It begins withan introduction by the editor which traces t [read more]
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Product Details
ISBN-13:
ISBN:
Pub Date: 1995
Publisher: Oxford University Press, Incorporated
9780198774310
ISBN:
0198774311
Pub Date: 1995
Publisher: Oxford University Press, Incorporated
In the early 1980s, R. F. Engle pioneered the econometric technique ofAuto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequentlygenerated a very considerable amount of literature. This collection bringstogether readings on ARCH models, both applied and theoretical, half by Englehimself and half by other econometricians working in the field. It begins withan introduction by the editor which traces the development of the field.
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