Dynamic Models for Volatility and Heavy Tails - With Applications to Financial and Economic Time Series - Hardback - 2013

Andrew C. Harvey

Dynamic Models for Volatility and Heavy Tails - With Applications to Financial and Economic Time Series - Hardback - 2013 - 1
Resumo
Presents a statistical theory for a class of nonlinear time-series models. The overall approach will be of interest to econometricians and statisticians.
Year of publication: 2013
Pagination: 282 pages, 43 b/w illus. 14 tables
Format: Hardback
Serie: Econometric Society Monographs

Artigo indisponível

Dynamic Models for Volatility and Heavy Tails - With Applications to Financial and Economic Time Series - Hardback - 2013
Dynamic Models for Volatility and Heavy Tails - With...

Resumo

Presents a statistical theory for a class of nonlinear time-series models. The overall approach will be of interest to econometricians and statisticians.
Year of publication: 2013
Pagination: 282 pages, 43 b/w illus. 14 tables
Format: Hardback
Serie: Econometric Society Monographs
Publicidade

Avaliações dos nossos clientes

Dynamic Models for Volatility and Heavy Tails - With Applications to Financial and Economic Time Series - Hardback - 2013

Sê o primeiro a dar
a tua opinião sobre este produto

Características

Editora

Cambridge University Press

Dimensão

228 x 152 x 19

Peso

590

Tema

Econometrics|Probability & statistics

Origem

United Kingdom

EAN

9781107034723

Publicidade
Publicidade