Dynamic models for volatility and heavy tails with applications to financial and economic time series /
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2013.
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| Series: | Econometric Society monographs
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| Online Access: | Click to View |
| Physical Description: | xviii, 261 p. : ill. |
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| Bibliography: | Includes bibliographical references (p. 247-254) and indexes. |
| ISBN: | 9781107333567 (electronic bk.) |