Dynamic Models for Volatility and Heavy Tails
Книги

Dynamic Models for Volatility and Heavy Tails

Книги

Dynamic Models for Volatility and Heavy Tails

Harvey, A.C. Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic Time Series / A. C. Harvey. — Cambridge : Cambridge University Press, 2013. — 262 p.. — (Econometric Society Monographs). — Bibliography: P. 247-254. — ISBN 9781107034723 : 4433.00 р.
  • УДК:
    330.4
  • ISBN:
    9781107034723

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