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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (Econometric Society Monographs)



出版社 Andrew C. Harvey
ページ数 122ページ
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Dynamic Models for Volatility and Heavy Tails: With ...
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DYNAMIC MODELS FOR VOLATILITY AND HEAVY TAILS: WITH ...
how to cite. hall, a. r. (2014), dynamic models for volatility and heavy tails: with applications to financial and economic time series, by a. c. harvey.
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Dynamic Models for Volatility and Heavy Tails with applications to –nancial time series Chapter 1. ... Once the signal in a Gaussian model becomes dynamic,
Dynamic Models for Volatility and Heavy Tails: With ...
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
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Dynamic models for volatility and heavy tails : ... Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
DYNAMIC MODELS FOR VOLATILITY AND HEAVY TAILS: WITH ...
on mar 1, 2014 alastair r. hall published: dynamic models for volatility and heavy tails: with applications to financial and economic time series, by a. c. harvey.
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Dynamic Models for Volatility and Heavy Tails: With ...
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (Econometric Society Monographs) by Harvey, Andrew C. (2013 ...




Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (Econometric Society Monographs)