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Published: 16 November 1995

422 Pages | line figures, tables


ISBN: 9780198774327

Bookseller Code (AJ)

ARCH: Selected Readings

Edited by Robert F. Engle

Advanced Texts in Econometrics

In the early 1980s, R. F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), whic has ...