Dynamic Models for Volatility and Heavy Tails
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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
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