Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic Time Series
Book Details
Format
Paperback / Softback
Book Series
Econometric Society Monographs
ISBN-10
1107630029
ISBN-13
9781107630024
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
US
Country of Publication
GB
Publication Date
Apr 22nd, 2013
Print length
278 Pages
Weight
396 grams
Dimensions
22.80 x 15.60 x 1.80 cms
Product Classification:
EconometricsProbability & statistics
AI Summary
Ksh 6,700.00
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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.
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