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

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Harvey, Andrew C. ((1947- ).)

    Dynamic models for volatility and heavy tails : with applications to financial and economic time series / Andrew C. Harvey.
    New York : Cambridge University Press, 2013. XVIII, 261 stron : ilustracje ; 23 cm.
    ISBN 978-1-107-03472-3     ISBN 978-1-107-63002-4


Szeregi czasowe
Modele ekonometryczne.

   
T.18181