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
收藏
页码：187 / 188
页数：2
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