ARCH: Selected Readings

Discover the groundbreaking work of Robert F. Engle in ARCH: Selected Readings, published by Oxford University Press in 1995. This essential collection spans 422 pages and delves into the innovative econometric technique of auto-regressive conditional heteroskedasticity (ARCH), which Engle pioneered in the early 1980s.

Engle's insightful essays explore both the applied and theoretical aspects of ARCH models, providing a comprehensive overview of this significant field in econometrics. The introduction offers a detailed examination of the development of ARCH, making this book a valuable resource for both scholars and practitioners.

Whether you are a student, researcher, or professional in economics, ARCH: Selected Readings will deepen your understanding of this influential technique and its applications in various economic contexts. Don't miss the chance to enhance your econometric knowledge with this important work by a Nobel Prize-winning author.