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  • Dynamic Models for Volatility and Heavy Tails af Andrew C. (University of Cambridge) Harvey
    Dynamic Models for Volatility and Heavy Tails
    - With Applications to Financial and Economic Time Series
    af Andrew C. (University of Cambridge) Harvey
    465,95 - 1.159,95 kr.

    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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