ARCH: Selected Readings (Advanced Texts in Econometrics)

ARCH: Selected Readings (Advanced Texts in Econometrics)

Editorial Reviews
Book Description
In the early 1980s, R. F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable 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.

ARCH: Selected Readings (Advanced Texts in Econometrics),Robert F. Engle,Oxford University Press, USA,019877432X,Business / Economics / Finance,Business/Economics,Econometric models,Econometrics,Heteroscedasticity,Business & Economics / Econometrics,Economics | Econometrics

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