Dynamic-Models-for-Volatility-and-Heavy-Tails | Andrew C. Harvey | AmpleReads Books

Nonfiction | Business & Investing

Dynamic Models for Volatility and Heavy Tails

by Andrew C. Harvey 2020-04-16 22:35:35

Dynamic Models for Volatility and Heavy Tails

by Andrew C. Harvey 2020-04-16 22:35:35

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The book presents a statistical theory for a class of nonlinear time-series models. It will be of interest to econometricians and statisticians.

The book presents a statistical theory for a class of nonlinear time-series models. It will be of interest to econometricians and statisticians. Less

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9.02 X 5.98 X 0.75 in
282
Cambridge University Press
April 22, 2013
eng
9781107331273

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Andrew C. Harvey

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