Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic time seris
Harvey, Andrew C.
Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic time seris - 1st - New York Cambridge 2013 - xviii; 261p.
9781107034723
--Econometrics, Finance- Mathematical Models, Time series analysis,
330.01 / HAR
Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic time seris - 1st - New York Cambridge 2013 - xviii; 261p.
9781107034723
--Econometrics, Finance- Mathematical Models, Time series analysis,
330.01 / HAR