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...

Modelling the effects of mergers in the retail sector. According to the Danish Competition Act, a merger that impedes ef- fective competition signi cantly, in particular by creating or strengthening a dominant postition, shall be prohibited. To decide whether this is the case the authorities...