Mendeley出力
＜図書＞
ARCH : selected readings
| 責任表示 | edited by Robert F. Engle |
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| シリーズ | Advanced texts in econometrics |
| データ種別 | 図書 |
| 出版情報 | Oxford ; New York : Oxford University Press , 1995 |
| 本文言語 | 英語 |
| 大きさ | xviii, 403 p. : ill. ; 24 cm |
| 概要 | 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 col...ection 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. 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. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 3B | 331.19/E 61/1 | 1995 |
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068172195016818 |
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中央図 自動書庫 | 331.19/E 61/1A | 1995 |
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017211996014803 |
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書誌詳細
| 別書名 | 異なりアクセスタイトル:Auto-regressive conditional heteroskedasticity 異なりアクセスタイトル:Autoregressive conditional heteroscedasticity |
|---|---|
| 一般注記 | Includes bibliographical references and indexes |
| 著者標目 | Engle, R. F. (Robert F.) |
| 件 名 | LCSH:Econometric models LCSH:Heteroscedasticity |
| 分 類 | NDC9:331.19 LCC:HB141 DC20:330/.01/5195 |
| 書誌ID | 1000215749 |
| ISBN | 0198774311 |
| NCID | BA26247239 |
| 巻冊次 | : hbk ; ISBN:0198774311 : pbk ; ISBN:019877432X |
| 登録日 | 2009.09.11 |
| 更新日 | 2009.09.11 |