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Dynamic models for volatility and heavy tails : with applications to financial and economic time series /
Presents a statistical theory for a class of nonlinear time-series models. The overall approach will be of interest to econometricians and statisticians.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
2013.
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| Colección: | Econometric Society monographs ;
no. 52. |
| Temas: | |
| Acceso en línea: | Texto completo |