Nonfiction | Business & Investing

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

Book Details

File size9.02 X 5.98 X 0.75 in
Print pages282
PublisherCambridge University Press
Publication date April 22, 2013
Languageeng
ISBN9781107331273
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Andrew C. Harvey
Author
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