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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
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 1995年12月28日 |
| ISBN13 | 9780198774327 |
| 出版社 | Oxford University Press |
| ページ数 | 422 |
| 寸法 | 160 × 238 × 24 mm · 635 g |
| 言語 | 英語 |
| 編集者 | Engle |
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