Dynamic Models for Volatility and Heavy Tails

Auteur: Harvey, Andrew C. (University of Cambridge)
Editeur: Cambridge University Press
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.
Sur commande
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.
ISBN / EAN 9781107034723
Auteur Harvey, Andrew C. (University of Cambridge)
Editeur Cambridge University Press