Items related to ARCH: Selected Readings (Advanced Texts in Econometrics)
Synopsis
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, both applied and theoretical, half by Engle himself and half by other econometricians working in the field. It begins with an introduction by the editor which traces the development of the field.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
"synopsis" may belong to another edition of this title.
From the Back 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.
About the Author
R. F. Engle is at University of California, San Diego.
"About this title" may belong to another edition of this title.
- PublisherOxford University Press
- Publication date1995
- ISBN 10 019877432X
- ISBN 13 9780198774327
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages422
- EditorEngle Robert F.
Search results for ARCH: Selected Readings (Advanced Texts in Econometrics)
Stock Image
Arch: Selected Readings
Published by
Oxford University Press, USA, 1995
ISBN 10: 019877432X
ISBN 13: 9780198774327
Used
Paperback
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less 1.4. Seller Inventory # G019877432XI2N00
Quantity: 1 available
Stock Image
ARCH: Selected Readings (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1995
ISBN 10: 019877432X
ISBN 13: 9780198774327
Used
Paperback
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_363186437
Quantity: 1 available
Stock Image
ARCH: Selected Readings (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1995
ISBN 10: 019877432X
ISBN 13: 9780198774327
Used
Paperback
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Acceptable. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_419709409
Quantity: 1 available
Stock Image
ARCH: Selected Readings (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1995
ISBN 10: 019877432X
ISBN 13: 9780198774327
Used
Softcover
Seller: Housing Works Online Bookstore, New York, NY, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. Moderate exterior wear. Pages clean, binding tight. Paperback. Seller Inventory # KF6-00596
Quantity: 1 available
Stock Image
ARCH: Selected Readings (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1995
ISBN 10: 019877432X
ISBN 13: 9780198774327
Used
Softcover
Seller: Housing Works Online Bookstore, New York, NY, U.S.A.
Seller rating 5 out of 5 stars
Condition: Acceptable. General wear, a good reading copy. Shelfwear. Bumped edges. mark through some pages. Paperback. Seller Inventory # KF10-00695
Quantity: 1 available
Stock Image
ARCH: Selected Readings -- Advanced Texts in Econometrics
Published by
New York: Oxford University Press, 1995
ISBN 10: 019877432X
ISBN 13: 9780198774327
Used
Softcover
Seller: Silicon Valley Fine Books, Sunnyvale, CA, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. paperback. 403 pages. About very good, a clean copy with a little corner & edge wear. Seller Inventory # 61031
Quantity: 1 available
Stock Image
ARCH: Selected Readings
Published by
Oxford; Oxford University Press; 1995, 1995
ISBN 10: 019877432X
ISBN 13: 9780198774327
Used
Softcover
Seller: Fine Print Books (ABA), Erskineville, Sydney, NSW, Australia
Seller rating 5 out of 5 stars
paperback in very good condition, wraps a little creased, text unmarked, binding strong; 403pp. Seller Inventory # 66652
Quantity: 1 available
Stock Image
ARCH: Selected Readings (Advanced Texts in Econometrics)
Published by
Oxford University Press, 1995
ISBN 10: 019877432X
ISBN 13: 9780198774327
Used
paperback
Seller: My Dead Aunt's Books, Hyattsville, MD, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: As New. Pristine copy. Seller Inventory # 65365J
Quantity: 1 available
Stock Image
ARCH: Selected Readings (Advanced Texts in Econometrics)
Seller: BennettBooksLtd, North Las Vegas, NV, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-019877432X
Quantity: 1 available
Seller Image
Arch : Selected Readings
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. Seller Inventory # 80406-n
Quantity: Over 20 available