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

Gelijkaardige items

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