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ARCH :

ARCH : selected readings / edited by Robert F. Engle. - Oxford ; New York : Oxford University Press, 2004. - xviii, 403 p. : charts, tables ; 24 cm. - Advanced texts in econometrics .

Reprint of the 1995 ed.

Includes bibliographical references and indexes.

ISBN: 019877432X (acidfree paper) 0198774311 (pbk.) 9780198774327

Subjects--Topical Terms:
Econometric models.
Heteroscedasticity.

Subjects--Geographic Terms:

Subjects--Index Terms:

Index Terms--Genre/Form: --Reading book

Dewey Class. No.: 330.015195 / ARC

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