LIBROS DEL AUTOR: fabio gobbi

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  • Convolution Copula Econometrics
    Fabio Gobbi / Sabrina Mulinacci / Umberto Cherubini
    This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem o...
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    74,15 €