ARCH : selected readings / edited by Robert F. Engle. - Oxford [England] ; New York : Oxford University Press, c1995. - xviii, 403 p. : ill. ; 24 cm. - Advanced texts in econometrics .

Includes bibliographical references and index.

019877432X (acidfree paper) 0198774311 (pbk.)


Econometric models.
Heteroscedasticity.

330.028 / ARC 1995