ARCH: Selected Readings
(Bog, Paperback / softback, Engelsk)
Forlag:
Oxford University Press
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9780198774327
- Se flere detaljer ▼
Bemærk: Kan ikke leveres før jul.
Beskrivelse
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.
Læsernes anmeldelser (0)
Alle detaljer
| Forlag | Oxford University Press |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgivelsesdato | 16-11-1995 |
| Første udgivelsesår | 1995 |
| Serie | Advanced Texts in Econometrics |
| Illustrationer | line figures, tables |
| Fagredaktør | Engle |
| Originalsprog | United Kingdom |
| Sideantal | 422 |
| Indbinding | Paperback / softback |
| Forlag | Oxford University Press |
| Sideoplysninger | 422 pages, line figures, tables |
| Mål | 238 x 160 x 24 |
| ISBN-13 / EAN-13 | 9780198774327 |