Bibliographic Information
- Title
- "ARCH : selected readings"
- Statement of Responsibility
- edited by Robert F. Engle
- Publisher
-
- Oxford University Press
- Publication Year
-
- 1995
- Book size
- 24 cm
- Series Name / No
-
- : hbk
- : pbk
- Other Title
-
- Auto-regressive conditional heteroskedasticity
- Autoregressive conditional heteroscedasticity
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Notes
Includes bibliographical references and indexes
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Details 詳細情報について
-
- CRID
- 1130000793937878528
-
- NII Book ID
- BA26247239
-
- ISBN
- 0198774311
- 019877432X
-
- LCCN
- 95012837
-
- Web Site
- https://lccn.loc.gov/95012837
-
- Text Lang
- en
-
- Country Code
- uk
-
- Title Language Code
- en
-
- Place of Publication
-
- Oxford ; New York
-
- Classification
-
- NDC9: 331.19
- LCC: HB141
- DC20: 330/.01/5195
-
- Subject
-
- LCSH: Econometric models
- LCSH: Heteroscedasticity
-
- Data Source
-
- CiNii Books