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1. 

   ARCH: Selected Readings

   Av Engle, Engle

   Häftad, 1995

   1167 kr

   Lägg i varukorg

   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 the leading papers which have shaped ARCH research from its inception to the …