ARCH: Selected Readings

ARCH: Selected Readings 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. Wydawnictwo: Oxford University Press Rok wydania: 1995 Okładka: miękka Liczba stron: 422 Wymiary: 23.8 x 16 x 2.4 cm Ilustracje: line figures, tables Język: angielski ISBN: 9780198774327