Autoregressive conditional heteroskedasticity - Document - PDFSEARCH.IO

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Date: 2003-11-28 10:20:00 Financial economics Technical analysis Volatility Efficient-market hypothesis Economic model Autoregressive conditional heteroskedasticity Market microstructure Robert F. Engle Stock selection criterion Economics Mathematical finance Finance		Add to Reading List Source URL: www.ecb.europa.eu Download Document from Source Website File Size: 526,68 KB Share Document on Facebook

	The ET Interview: Professor Robert F. Engle Francis X. Diebold1 University of Pennsylvania and NBER January 2003 In the past thirty-five years, time-series econometrics developed from infancy to relative maturity. DocID: 1s9Ob - View Document
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