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

Engle, Robert F.

doi:10.2307/1912773

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

Author(s): Robert F. Engle

Publication date Created: July 1982

Publication date (Print): July 1982

Journal: Econometrica

Publisher: JSTOR

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Title: Econometrica

Abbreviated Title: Econometrica

Publisher: JSTOR

ISSN (Print): 00129682

Publication date Created: July 1982

Publication date (Print): July 1982

Volume: 50

Issue: 4

Page: 987

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DOI: 10.2307/1912773

SO-VID: 65063e8b-ce31-4849-9242-78ed58bacfe7

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

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