A Guide to Modern Econometrics

Models of Autoregressive Conditional Heteroscedasticity (ARCH) and their generalizations are widely used in ap-plied econometric research, especially for analysis of financial markets. We bring to our reader’s attention a consul-tation on this topic prepared from the book of Marno Verbeek “A Guide to Modern Econometrics” appearing soon in the Publishing House “Nauchnaya Kniga”

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Year of publication:	2007
Authors:	Verbeek, Marno
Published in:	Applied Econometrics. - Publishing House "SINERGIA PRESS". - Vol. 8.2007, 4, p. 125-132
Publisher:	Publishing House "SINERGIA PRESS"
Subject:	ARCH \| models

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Extent:	application/pdf
Type of publication:	Article
Language:	Danish
Classification:	C01 - Econometrics ; C20 - Econometric Methods: Single Equation Models. General ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009366496