Loading…
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.
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2013.
|
| Series: | Econometric Society monographs ;
no. 52. |
| Subjects: | |
| Online Access: | Texto completo |