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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.
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Cambridge ; New York :
Cambridge University Press,
2013.
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| Collection: | Econometric Society monographs ;
no. 52. |
| Sujets: | |
| Accès en ligne: | Texto completo |