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ARCH: Selected Readings - Advanced Texts in Econometrics Engle
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ARCH: Selected Readings - Advanced Texts in Econometrics
Engle
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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 28 de diciembre de 1995 |
| ISBN13 | 9780198774327 |
| Editores | Oxford University Press |
| Páginas | 422 |
| Dimensiones | 160 × 238 × 24 mm · 635 g |
| Lengua | Inglés |
| Editor | Engle |
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