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A new chapter on univariate volatility models
A revised chapter on linear time series models
A new section on multivariate volatility models
A new section on regime switching models
Many new worked examples, with R code integrated into the text
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A new chapter on univariate volatility models
A revised chapter on linear time series models
A new section on multivariate volatility models
A new section on regime switching models
Many new worked examples, with R code integrated into the text