Dynamic models for volatility and heavy tails with applications to financial and economic time series

Lignende værker

• Modeling and analysis of some heavy tailed time series
  af: Hareesh, G
  Udgivet: (2010)
• Volatility and time series econometrics essays in honor of robert F Eagle
  af: Bollerslev, Tim.,ed
  Udgivet: (2010)
• Nonlinear time series analysis of economic and financial data
  af: Ed by Rothman, Philip
  Udgivet: (1999)
• Non-linear time series models in empirical finance
  af: Franses, Philip Hans
  Udgivet: (2000)
• Handbook of volatility models and their applications
  af: Ed by Bauwens, Luc
  Udgivet: (2012)