panda
Dynamic Models for Volatility and Heavy Tails
The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling, and monitoring such changes. Taking into account that financial returns typically e…
Not available to read online
This scan is restricted to patrons with print disabilities and can't be borrowed with a regular free account — signing up won't unlock it. Try Toronto Public Library, Libby, or Amazon above instead.
