204,90 лв.

Dynamic Models for Volatility and Heavy Tails

204,90 лв.
This book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines.
Информация за "Dynamic Models for Volatility and Heavy Tails"
  • SKU 9781107034723
  • Weight 0.590000
  • ISBN 9781107034723
  • Вид корица Hardback
  • Издателство Cambridge University Press
  • Брой страници 282