ARCH
Subtitle: selected readings
By: edited by Robert F. Engle.
Contributors: Engle, R. F.
Series: Advanced texts in econometrics
Publisher: Oxford University Press
Published: 1995
Place of publication: Oxford [England]; New York
Language: eng
Number of pages: 403
Subjects: Econometric models.; Heteroscedasticity.
Notes: Includes bibliographical references and index.