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- 2010-8-9
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222580.rar
ARCH模型创立者、2003诺奖得主Robert Engle几篇关于ARCH的经典论文本附件包括：- Robert Engle_Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.pdf
- Robert Engle_Dynamic Conditional Correlation_A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.pdf
- Robert Engle_GARCH 101_The Use of ARCH-GARCH Models in Applied Econometrics.pdf
- Robert Engle_Risk and Volatility_Econometric Models and Financial Pratice.pdf
- Robert Engle_The Econometrics of Ultra-High-Frequency Data.pdf
- 2.31 MB
- 2008-6-25
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