Dynamic models for volatility and heavy tails : with applications to financial and economic time series

書誌事項

Dynamic models for volatility and heavy tails : with applications to financial and economic time series

Andrew C. Harvey

(Econometric Society monographs, 52)

Cambridge University Press, 2013

  • : hardback
  • : pbk

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注記

Includes bibliographical references (p. 247-254) and indexes

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