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ARCH: Selected Readings

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In Stock (374)

£ 79.65

Description

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.

Book Details
EAN:
9780198774327
Binding:
Paperback / softback
Dimensions(mm):
238 x 160 x 24
Publication Date:
1995-11-16
Publication Country:
United Kingdom