Arch: Selected Readings (книга)
Arch: Selected Readings | |
Автор: | Robert F. Engle |
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Оригинал издан: | 1995 |
«Arch: Selected Readings» — книга 1995 года.
Содержание |
Содержание 
От издателя 
«In the early 1980s, R. F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together readings on ARCH models,…»