Dynamic Models for Volatility and Heavy Tails - with Applications to Financial and Economic Time Series - Paperback - 2013

Presents a statistical theory for a class of nonlinear timeseries models. The overall approach will be of interest to econometricians and statisticians.
Year of publication: 2013
Pagination: 278 pages, 43 b/w illus. 14 tables
Format: Paperback
Serie: Econometric Society Monographs