Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation

URI: https://gptkb.org/entity/Autoregressive_Conditional_Heteroskedasticity_with_Estimates_of_the_Variance_of_United_Kingdom_Inflation
GPTKB entity
Statements (15)
Predicate Object
gptkbp:instanceOf gptkb:academic_journal
gptkbp:author gptkb:Robert_F._Engle
gptkbp:countryOfOrigin gptkb:United_Kingdom
https://www.w3.org/2000/01/rdf-schema#label Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation
gptkbp:language English
gptkbp:notableFor introducing the ARCH model
gptkbp:publicationYear 1982
gptkbp:publishedIn gptkb:Econometrica
gptkbp:subject gptkb:ARCH_model
time series analysis
inflation
econometrics
heteroskedasticity
gptkbp:bfsParent gptkb:Robert_F._Engle
gptkbp:bfsLayer 5