Tell your friends about this item:
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series - Econometric Society Monographs Harvey, Andrew C. (University of Cambridge)
Price
€ 59.49
Ordered from remote warehouse
Expected delivery Nov 6 - 16
Christmas presents can be returned until 31 January
Get notified about new Harvey, Andrew C. (University of Cambridge) releases
Our customers say:
Add to your iMusic wish list
Also available as:
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series - Econometric Society Monographs
Harvey, Andrew C. (University of Cambridge)
This book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines.
278 pages, 43 b/w illus. 14 tables
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | April 22, 2013 |
| ISBN13 | 9781107630024 |
| Publishers | Cambridge University Press |
| Pages | 278 |
| Dimensions | 156 × 228 × 18 mm · 396 g |
| Language | English |
