Time Series Models
Subtitle: In Econometrics, Finance and Other Fields (Monographs on Statistics and Applied Probability)
Contributors: D.R. Cox (Editor); D.V. Hinkley (Editor); O.E. Barndorff-Nielsen (Editor)
Publisher: Chapman & Hall/CRC
Published: May 15, 1996
Language: eng
Number of pages: 240
ISBN-13: 9780412729300
First sentence: Research into time series models of changing variance and covariance, which I will collectively call volatility models, has exploded in the last ten years.