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A new class of tail-dependent time series models and its applications in financial time series

机译：一类新的尾部相关时间序列模型及其在金融时间序列中的应用

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Zhengjun Zhang;
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年度 2005
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机译：回归模型的概率空间及其在金融时间序列中的应用
2. 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 [J] . Alastair R. Hall Journal of Time Series Analysis . 2014,第2期

机译：波动率和重尾的动态模型：A. C. HARVEY所著的金融和经济时间序列的应用。剑桥大学出版社出版，2013年，纽约，美国。总页数：261。价格：$ 36.99。国际标准书号（ISBN）：978-1-107-63002-4
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5. A class of semiparametric volatility models with applications to financial time series. [D] . Chung, Steve S. 2014

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7. Advances in non linear models for time series: methods and applications to economic and financial data [O] . Marco Bazzi 2015

机译：时间序列非线性模型的进展：经济和金融数据的方法和应用

A new class of tail-dependent time series models and its applications in financial time series

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