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Oxford; Oxford University Press; 1995. paperback in very good condition, wraps a little creased, text unmarked, binding strong. 403pp
ARCH: Selected Readings (Advanced Texts in Econometrics) by Engle, Robert F - 1995
by Engle, Robert F
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ARCH: Selected Readings (Advanced Texts in Econometrics)
by Engle, Robert F
- Used
- very good
- Hardcover
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U.S.A.: Oxford University Press, 1995. 403pp including Index of names and subjects. 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: - what model to use - what time intervals to employ - how to model multivariate systems - how to apply the models to price and trade options - how to model volatility spillovers across markets and within the day For each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge.. 1st. Hardcover. Very Good/Very Good. 8vo - over 7¾" - 9¾" tall. ScI-Tech.
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First Landing Books & Art
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- Format/Binding Hardcover
- Book Condition Used - Very Good
- Jacket Condition Very Good
- Edition 1st
- Binding Hardcover
- ISBN 10 0198774311
- ISBN 13 9780198774310
- Publisher Oxford University Press
- Place of Publication U.S.A.
- Date Published 1995
- Keywords Stock Market Volatility Option Prices Multivariate Stochastic
- Size 8vo - over 7¾" - 9¾" tall
We have 6 copies available starting at £15.86.
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ARCH: Selected Readings
by Engle, Robert F
- Used
- Paperback
- Condition
- Used - paperback in very good condition, wraps a little creased, text unmarked, binding strong
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- Paperback
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432X
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ARCH: Selected Readings (Advanced Texts in Econometrics)
by Engle, Robert F. [Editor]
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Hyattsville, Maryland, United States
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Oxford University Press. paperback. Like New. 9x0x6. Pristine copy.
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ARCH: Selected Readings (Advanced Texts in Econometrics)
by Engle, Robert F. [Editor]
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- Paperback
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432X
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San Diego, California, United States
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Oxford University Press, 1995-12-28. Paperback. New. New. In shrink wrap. Looks like an interesting title!
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Arch: Selected Readings
by Robert F. Engle
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- 9780198774327 / 019877432x
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Uxbridge, Greater London, United Kingdom
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New. New Book; Fast Shipping from UK; Not signed; Not First Edition; The Arch: Selected Readings.
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ARCH: Selected Readings
by Robert F. Engle
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- Paperback
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- Paperback
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432x
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Southport, Merseyside, United Kingdom
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Paperback / softback. New. In the early 1980s, R.F. Engle pioneered the econometric technique of auto-regressive conditional heteroskedasticity (ARCH). This collection of essays explores both applied and theoretical ARCH models. Its introduction traces the development of this field of econometrics.
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ARCH: Selected Readings (Advanced Texts in Econometrics)
by Engle, Robert F. [Editor]
- New
- Paperback
- Condition
- New
- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780198774327 / 019877432X
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campbelltown, Florida, United States
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£109.26
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Oxford University Press. Paperback. New. 9x6x1. Brand New Book in Publishers original Sealing
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