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ARCH: Selected Readings
Robert F EngleEngleR F EngleEkonomi & ledarskapIn 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 the leading papers which ...
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| ISBN | 9780198774327 |
| Språk | sv |
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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 the leading papers which ...