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ARCH: Selected Readings (Advanced Texts in Econometrics)
ARCH: Selected Readings (Advanced Texts in Econometrics)
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mpn: A-106-126, ean: 9780198774327, isbn: 019877432X,

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, bo...

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