Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Authors
Robert F. Engle
Journal
Econometrica
Year Published
1982
DOI
Publisher
Wiley
Citations
20958 citations
Type
Article
Language
EN
Topics & Concepts
Abstract
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation - Full text available via OpenAlex
Author Details
Robert F. Engle
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