Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Eco... (Bog, Hardback, Engelsk)
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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series

(Bog, Hardback, Engelsk)
Forfatter: Andrew C. (University of Cambridge) Harvey
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
Forlag: Cambridge University Press

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Beskrivelse

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.

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Alle detaljer

Forlag Cambridge University Press
Forfatter Andrew C. (University of Cambridge) Harvey
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 22-04-2013
Første udgivelsesår 2013
Serie Econometric Society Monographs
Illustrationer 14 Tables, unspecified; 43 Line drawings, unspecified
Originalsprog United Kingdom
Sideantal 282
Indbinding Hardback
Forlag Cambridge University Press
Sideoplysninger 282 pages, 14 Tables, unspecified; 43 Line drawings, unspecified
Mål 229 x 152 x 19
ISBN-13 / EAN-13 9781107034723