DYNAMIC MODELS FOR VOLATILITY AND HEAVY TAILS: WITH APPLICATIONS TO FINANCIAL AND ECONOMIC TIME SERIES, BY A. C. HARVEY. PUBLISHED BY CAMBRIDGE UNIVERSITY PRESS, 2013 NEW YORK, USA. TOTAL NUMBER OF PAGES: 261. PRICE: $36.99. ISBN: 978-1-107-63002-4

Alastair R. Hall

Journal of Time Series Analysis, 2014, vol. 35, issue 2, 187-188

Date: 2014
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