Arch : selected readings

edited by Robert F. 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.

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Year of publication:	2023
Other Persons:	Engle, R. F. (ed.)
Publisher:	Oxford : Oxford University Press
Subject:	Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory

Extent:	1 online resource (xviii, 403 pages) illustrations (black and white).
Series:	Advanced texts in econometrics Oxford scholarship online
Type of publication:	Book / Working Paper
Language:	English
Notes:	Previously issued in print: 1995. - Includes bibliographies. - Derived record based on print version record and publisher information
ISBN:	978-1-383-03312-0 ; 978-0-19-877431-0
Other identifiers:	10.1093/oso/9780198774310.001.0001 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015442728