DYNAMIC MODELS FOR VOLATILITY AND HEAVY TAILS: WITH APPLICATIONS TO FINANCIAL AND ECONOMIC TIME SERIES

被引：0

作者：

Hall, Alastair R. ^{[1
]}

机构：

[1] Univ Manchester, Sch Social Sci, Manchester M13 9PL, Lancs, England

来源：

JOURNAL OF TIME SERIES ANALYSIS | 2014年 / 35卷 / 02期

关键词：

D O I：

10.1111/jtsa.12061

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：187 / 188

页数：2

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