Dynamic models for volatility and heavy tails :with applications to financial and economic Harvey, Andrew C.
Material type: TextLanguage: English Publication details: Cambridge University Press 2013DDC classification:- 330.015195 T13 HAR
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330.015195 T12 SED Introductory econometrics: a practical approach | 330.015195 T12 SED Introductory econometrics: a practical approach | 330.015195 T13 BAL Econometric analysis of panel data | 330.015195 T13 HAR Dynamic models for volatility and heavy tails :with applications to financial and economic | 330.015195 T14 DUB.L Spatial econometrics using microdata | 330.015195 T14 GEL Advances in non linear economic modeling :theory and applications | 330.015195 T14 LOP Advanced econometrics with state :concepts and excercises |
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