Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series

Autor

Andrew C. Harvey

Editura

An publicare

2013

Nr. Pagini

278

ISBN

9781107630024

Categorii

In Limbi Străine Stiinte Stiinte Economice

Descriere

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series - Andrew C. Harvey

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litera.ro

Harry Crane

Petros A. Ioannou

Jose Luis Torres Chacon

Angel De La Fuente

George Alogoskoufis

Robert De Graaf