A Guide to Modern Econometrics
AbstractModels of Autoregressive Conditional Heteroscedasticity (ARCH) and their generalizations are widely used in ap-plied econometric research, especially for analysis of financial markets. We bring to our reader’s attention a consul-tation on this topic prepared from the book of Marno Verbeek “A Guide to Modern Econometrics” appearing soon in the Publishing House “Nauchnaya Kniga”
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Bibliographic InfoArticle provided by Publishing House "SINERGIA PRESS" in its journal Applied Econometrics.
Volume (Year): 8 (2007)
Issue (Month): 4 ()
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Web page: http://appliedeconometrics.cemi.rssi.ru/
Find related papers by JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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_062, University of Pennsylvania.
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- Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic analysis of the insurance linked securities index," Documents de travail du Centre d'Economie de la Sorbonne b08049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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