£53.00

Oxford University Press ARCH: Selected Readings (Advanced Texts in Econometrics)

Price data last checked 91 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

Same price for 28 weeks. Today is much like next week.

£53 for 197 days straight · last change was Aug 2025

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 640 days • 640 data points (No recent data available)

Historical
Generating forecast...
£55.00 £49.50 £50.70 £51.90 £53.10 £54.30 £55.50 14 June 2024 20 November 2024 29 April 2025 06 October 2025 15 March 2026

Price Distribution

Price distribution over 640 days • 3 price levels

Days at Price
Current Price
19 days 197 days · current 424 days 0 106 212 318 424 £50 £53 £55 Days at Price

Price Analysis

Most common price: £55 (424 days, 66.3%)

Price range: £50 - £55

Price levels: 3 different prices over 640 days

Description

In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception to the latest developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility and correlation: - what model to use - what time intervals to employ^ - how to model multivariate systems - how to apply the models to price and trade options - how to model volatility spillovers across markets and within the day For each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely, useful book which will bring graduate students, faculty, and practitioners up to date on this rapidly expanding field of research.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
15 April 1999
Listed Since
06 February 2007

Barcode

No barcode data available

Similar Products You Might Like

ARCH Models for Financial Applications
97% match

ARCH Models for Financial Applications

Wiley

£76.85 22 Feb 2026
GARCH Models: Structure, Statistical Inference and Financial Applications
94% match

GARCH Models: Structure, Statistical Inference and Financial Applications

Wiley

£85.39 17 Feb 2026
Financial Return Risk and the Effect on Shareholder Wealth: How M&A Announcements and Banking Crisis Events Affect Stock Mean Returns and Stock Return ... 9 (Corporate Finance and Governance)
94% match

Financial Return Risk and the Effect on Shareholder Wealth: How M&A Announcements and Banking Crisis Events Affect Stock Mean Returns and Stock Return ... 9 (Corporate Finance and Governance)

Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften

£45.82 05 Mar 2026
Financial Econometrics (Routledge Advanced Texts in Economics and Finance)
94% match

Financial Econometrics (Routledge Advanced Texts in Economics and Finance)

Routledge

£62.48 14 Jan 2026
Market Risk Analysis, Practical Financial Econometrics (The Wiley Finance Series)
93% match

Market Risk Analysis, Practical Financial Econometrics (The Wiley Finance Series)

Wiley

£42.40 13 Jan 2026
Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research)
93% match

Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research)

Springer

£81.55 01 Mar 2026
Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research)
93% match

Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research)

Springer

£84.35 28 Feb 2026
Handbook of Financial Time Series
93% match

Handbook of Financial Time Series

Springer

£299.99 31 Jan 2026
Handbook of Financial Time Series
93% match

Handbook of Financial Time Series

Springer

£235.00 13 Jan 2026
China’s Monetary Policy Regulation and Financial Risk Prevention: The Study of Effectiveness and Appropriateness
93% match

China’s Monetary Policy Regulation and Financial Risk Prevention: The Study of Effectiveness and Appropriateness

Springer

£75.84 08 Mar 2026
Time Series Econometrics (In 2 Volumes)
93% match

Time Series Econometrics (In 2 Volumes)

Scientific Publishing

£303.60 23 Jan 2026
Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis (Contributions to Economics)
93% match

Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis (Contributions to Economics)

Physica

£108.78 05 Apr 2026
An Introduction to Applied Econometrics: A Time Series Approach
93% match

An Introduction to Applied Econometrics: A Time Series Approach

Red Globe Press

£69.14 24 Jan 2026
Financial Econometrics (Routledge Advanced Texts in Economics and Finance)
93% match

Financial Econometrics (Routledge Advanced Texts in Economics and Finance)

Routledge

£174.12 10 Mar 2026
Time Series and Panel Data Econometrics
93% match

Time Series and Panel Data Econometrics

Oxford University Press

£94.02 13 Jan 2026
Econometric Analysis of Financial and Economic Time Series: Part a: 20, Part A (Advances in Econometrics, 20, Part A)
93% match

Econometric Analysis of Financial and Economic Time Series: Part a: 20, Part A (Advances in Econometrics, 20, Part A)

Jai Press Inc.

£101.99 21 Apr 2026
Financial Econometrics: Problems, Models, and Methods: 2 (Princeton Series in Finance)
93% match

Financial Econometrics: Problems, Models, and Methods: 2 (Princeton Series in Finance)

Princeton University Press

£52.71 22 Feb 2026
Anticipating Correlations: A New Paradigm for Risk Management (The Econometric Institute Lectures) (The Econometric and Tinbergen Institutes Lectures)
93% match

Anticipating Correlations: A New Paradigm for Risk Management (The Econometric Institute Lectures) (The Econometric and Tinbergen Institutes Lectures)

Princeton University Press

£30.00 20 Feb 2026
Structural Changes in Nonstationary Time Series Econometrics: Time Varying Cointegration and Modeling Catastrophic Events
93% match

Structural Changes in Nonstationary Time Series Econometrics: Time Varying Cointegration and Modeling Catastrophic Events

VDM Verlag

£60.57 01 Mar 2026
Financial Econometrics – Problems, Models, and Methods: 2 (Princeton Series in Finance)
93% match

Financial Econometrics – Problems, Models, and Methods: 2 (Princeton Series in Finance)

Princeton University Press

£142.47 13 Jan 2026
COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics)
93% match

COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics)

Oxford University Press

£54.99 17 Mar 2026
Econometric Analysis of Financial and Economic Time Series: 20, Part B (Advances in Econometrics, 20, Part B)
93% match

Econometric Analysis of Financial and Economic Time Series: 20, Part B (Advances in Econometrics, 20, Part B)

Jai Press Inc.

£101.99 02 Apr 2026
Dynamic Econometrics: Models and Applications
93% match

Dynamic Econometrics: Models and Applications

£55.86 13 Jan 2026
Statistical Methods for Financial Engineering
93% match

Statistical Methods for Financial Engineering

Chapman and Hall/CRC

£46.53 21 Feb 2026