ARCH : selected readings

Author(s)

• Engle, R. F. (Robert F.)

Bibliographic Information

ARCH : selected readings

edited by Robert F. Engle

（Advanced texts in econometrics）

Oxford University Press, 1995

• : hbk
• : pbk

Other Title

Auto-regressive conditional heteroskedasticity

Autoregressive conditional heteroscedasticity

Note

Includes bibliographical references and indexes

Details

• NCID: BA26247239
• ISBN:
  • 0198774311
  • 019877432X
• LCCN: 95012837
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford ; New York
• Pages/Volumes: xviii, 403 p.
• Size: 24 cm
• Classification:
  • NDC9 : 331.19
  • LCC : HB141
  • DC20 : 330/.01/5195
• Subject Headings:
  • LCSH : Econometric models
  • LCSH : Heteroscedasticity
• Parent Bibliography ID:
  • BA12388775