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【推荐】Engle和Bollerslev提出(G)ARCH的文章,真好
5 个回复 - 3004 次查看
Robert F. Engle"Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of
United Kingdom Inflation" Econometrica, Vol. 50, No. 4. (Jul., 1982), pp. 987-1007.
Tim Bollersl ...
2010-7-30 14:39 - ki_ki_shen - 计量经济学与统计软件
[分享]ARCH_GARCHModels(R.Engle的讲义 )
31 个回复 - 8726 次查看
NEW FRONTIERS FOR ARCH MODELS
Prepared for Conference on Volatility Modeling and Forecasting
Perth, Australia, September 2001
Robert Engle
UCSD and NYU
03年诺奖Engle 的讲义
2006-1-20 16:27 - xuelida - 计量经济学与统计软件
Engle(1982)提出ARCH模型的论文,求下载。。
0 个回复 - 2257 次查看
Robert F. Engle. Autoregressive conditional heteroskedasticity with estimates of the variance for U.K. inflation
[J]. Econometrica,1982,(50):987~1008
这篇,我找不到可以下载的地方,有人有吗 ...
2012-10-6 20:53 - 77zhuce - 爱问频道