6156874
9780198774310
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In the early 1980s, R. F. Engle pioneered the econometric technique ofAuto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequentlygenerated a very considerable amount of literature. This collection bringstogether readings on ARCH models, both applied and theoretical, half by Englehimself and half by other econometricians working in the field. It begins withan introduction by the editor which traces the development of the field.Engle, R. F. is the author of 'Arch: Selected Readings', published 1995 under ISBN 9780198774310 and ISBN 0198774311.
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