Arch: Selected Readings Paperback - 1995
by Robert F. Engle; R. F. Engle (Editor); Robert F. Engle (Editor)
First line
Traditional econometric models assume a constant one-period forecast variance.
From the rear cover
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 latest developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility and correlation: which model to use, what time intervals to employ, how to model multivariate systems, how to apply the models to price and trade options, and how to model volatility spillovers across markets and within the day.
Details
- Title Arch: Selected Readings
- Author Robert F. Engle; R. F. Engle (Editor); Robert F. Engle (Editor)
- Binding Paperback
- Pages 424
- Volumes 1
- Language ENG
- Publisher OUP Oxford, New York
- Date 1995-12-28
- Illustrated Yes
- ISBN 9780198774327 / 019877432X
- Weight 1.4 lbs (0.64 kg)
- Dimensions 9.21 x 6.05 x 1.06 in (23.39 x 15.37 x 2.69 cm)
- Library of Congress subjects Econometric models, Heteroscedasticity
- Library of Congress Catalog Number 95012837
- Dewey Decimal Code 330.015
More Copies for Sale
ARCH: Selected Readings (Advanced Texts in Econometrics)
- Used
- good
- Paperback
- Condition
- Used - Good
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432x
- Quantity Available
- 1
- Seller
-
Chicago, Illinois, United States
- Item Price
-
NZ$5.66NZ$5.08 shipping to USA
Show Details
ARCH: Selected Readings (Advanced Texts in Econometrics)
by Editor-Robert F. Engle
- Used
- good
- Paperback
- Condition
- Used - Good
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432X
- Quantity Available
- 1
- Seller
-
HOUSTON, Texas, United States
- Item Price
-
NZ$16.14FREE shipping to USA
Show Details
ARCH: Selected Readings
- Used
- Condition
- Used - Very Good
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432x
- Quantity Available
- 1
- Seller
-
Mishawaka, Indiana, United States
- Item Price
-
NZ$18.45FREE shipping to USA
Show Details
ARCH: Selected Readings
by Engle, Robert F.
- Used
- Paperback
- Condition
- Used - paperback in very good condition, wraps a little creased, text unmarked, binding strong
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432X
- Quantity Available
- 1
- Seller
-
Erskineville, New South Wales, Australia
- Item Price
-
NZ$33.38NZ$38.94 shipping to USA
Show Details
ARCH: Selected Readings (Advanced Texts in Econometrics)
by Engle, Robert F. [Editor]
- Used
- Paperback
- Condition
- Like New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432X
- Quantity Available
- 1
- Seller
-
Hyattsville, Maryland, United States
- Item Price
-
NZ$84.70NZ$6.76 shipping to USA
Show Details
Arch: Selected Readings
by Robert F. Engle
- New
- Condition
- New
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432x
- Quantity Available
- 324
- Seller
-
Uxbridge, Greater London, United Kingdom
- Item Price
-
NZ$161.92NZ$16.97 shipping to USA
Show Details
ARCH: Selected Readings
by Robert F. Engle
- New
- Paperback
- Condition
- New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432x
- Quantity Available
- 10
- Seller
-
Southport, Merseyside, United Kingdom
- Item Price
-
NZ$166.36NZ$21.13 shipping to USA
Show Details
ARCH: Selected Readings (Advanced Texts in Econometrics)
by Engle, Robert F. [Editor]
- New
- Paperback
- Condition
- New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432X
- Quantity Available
- 1
- Seller
-
San Diego, California, United States
- Item Price
-
NZ$137.50NZ$9.23 shipping to USA
Show Details
ARCH: Selected Readings (Advanced Texts in Econometrics)
by Engle, Robert F. [Editor]
- New
- Paperback
- Condition
- New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432X
- Quantity Available
- 5
- Seller
-
campbelltown, Florida, United States
- Item Price
-
NZ$228.69NZ$25.41 shipping to USA
Show Details
Arch
by Robert F. Engle
- New
- Condition
- New
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432X
- Quantity Available
- 4
- Seller
-
Woodside, New York, United States
- Item Price
-
NZ$282.17NZ$6.76 shipping to USA