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Search results with tag "Garch models in applied econometrics"
GARCH 101: An Introduction to the Use of ARCH/GARCH …
web-static.stern.nyu.eduGARCH 101: An Introduction to the Use of ARCH/GARCH models in Applied Econometrics Robert Engle Robert Engle is the Michael Armellino Professor of Finance, Stern School of Business, New York University, New York, New York, and Chancellor’s Associates Professor of Economics, University of California at San Diego, La Jolla, California. ABSTRACT
GARCH 101: The Use of ARCH/GARCH Models in …
www.cmat.edu.uyGARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics Robert Engle T he great workhorse of applied econometrics is the least squares model.