1 Developed methods to study the volatility properties of time series in economics, particular in Financial markets .His method (ARCH) could, in particular, clarify market developments where turbulent periods , with large fluctuations , are followed by calmer periods ,with modest fluctuations.
1 Autoregressive conditional hetroscedasticity with estimates of the variance of United -Kingdom inflation (1982).
2 Exogeneity (1983).
3 Semi- parametric estimates of the relation between weather and electricity demand (1986).
4 Co-integration and errors correction: Representation, estimation and testing (1987).