ARCH模型创立者、2003诺奖得主Robert Engle几篇关于ARCH的经典论文

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222580.rar (2.31 MB, 需要: 2 个论坛币) 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

2008-6-25 14:26:00 上传

ARCH模型创立者、2003诺奖得主Robert Engle几篇关于ARCH的经典论文
需要: 2 个论坛币  [购买]

ARCH模型创立者、2003诺奖得主Robert Engle几篇关于ARCH的经典论文：

Robert Engle_Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Robert Engle_Dynamic Conditional Correlation_A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models
Robert Engle_GARCH 101_The Use of ARCH-GARCH Models in Applied Econometrics
Robert Engle_Risk and Volatility_Econometric Models and Financial Pratice
Robert Engle_The Econometrics of Ultra-High-Frequency Data

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关键词：Robert ARCH模型 Engle Rober ARCH 得主 ARCH Robert 创立者 Engle