ARCH: Selected Readings (Advanced Texts in Econometrics)

ARCH: Selected Readings (Advanced Texts in Econometrics)

  • List Price: $76.00
  • ISBN-10: 019877432X
  • ISBN-13: 9780198774327
  • Edition: 1st
  • Type: Paperback
  • Publisher: Oxford University Press

About The Book

In the early 1980s, R. F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently... Read more

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