Models of Autoregressive Conditional Heteroscedasticity (ARCH) and their generalizations are widely used in ap-plied econometric research, especially for analysis of financial markets. We bring to our reader’s attention a consul-tation on this topic prepared from the book of Marno Verbeek “A...

Whenever researchers contemplate constructing knowledge from practice and managers experience, they are faced with a number of questions which have not yet been satisfactorily answered in the literature. Although the gap between academia and practice has already been addressed by some scholars,...