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Dynamic Models for Volatility and Heavy Tails

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In Stock (781)

£ 118.80

Description

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.

Book Details
EAN:
9781107034723
Binding:
Hardback
Dimensions(mm):
229 x 152 x 19
Publication Date:
2013-04-22
Publication Country:
United Kingdom