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Pocket
Dynamic Models for Volatility and Heavy Tails
Andrew C Harvey • Andrew C Harvey
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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.
- Format: Pocket/Paperback
- ISBN: 9781107630024
- Språk: Engelska
- Antal sidor: 278
- Utgivningsdatum: 2013-04-22
- Förlag: Cambridge University Press