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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
| Media | Boeken Paperback Book (Boek met zachte kaft en gelijmde rug) |
| Vrijgegeven | 16 november 1995 |
| ISBN13 | 9780198774327 |
| Uitgevers | Oxford University Press |
| Pagina's | 422 |
| Afmetingen | 160 × 238 × 24 mm · 590 g |
| Taal en grammatica | Engels |
| Uitgever | Engle |
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