Autoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations
By: Robert F. Engle.
Contributors: International Centre for Economics and Related Disciplines.
Series: Econometrics discussion papers -- 79/01
Publisher: International Centre for Economics and Related Disciplines
Published: 1979
Place of publication: London
Language: eng
Notes: Revised June 1979.

On front cover: International Centre for Economics and Related Disciplines.