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Religion & Spirituality Books > Theology Books > ARCH: Selected Readings (Advanced Texts in Econometrics)
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Arch: Selected Readings 019877432X Book Cover

Arch: Selected Readings

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Edition 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,...

Edition Details
Format:Paperback
Language:English
ISBN:019877432X
Format: Paperback
Condition:
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85.39
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