Dynamic Models for Volatility and Heavy Tails
Harvey, Andrew C.![Dynamic Models for Volatility and Heavy Tails](https://support.digitalhusky.com/media/annotations/sorted/211/21130150/CHSBZCOP0321130150.jpg)
The book presents a statistical theory for a class of nonlinear time-series models. It will be of interest to econometricians and statisticians.
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