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General Book Search for "9780198774327"

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ARCH: Selected Readings

Author : Robert F. Engle
Paperback
Published : Thursday 16 November 1995
ISBN : 9780198774327
Price : €64.35

Description

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.