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Dynamic models for volatility and heavy tails : with applications to financial and economic time series

A. C. Harvey

Publication Data

Title Dynamic models for volatility and heavy tails : with applications to financial and economic time series
Author A. C. Harvey
Publisher Cambridge University Press
Publication date 2013
Publication location Cambridge
Language English

Topics

Econometrics
Finance :: Mathematical models
Time-series analysis

Catalogue Data

OBNB ID GBB2A4931
ISBN 10 1107630029
ISBN 13 9781107630024
Type BibliographicResource, Book
Dewey Classification 330.015195

ISBD

P1053 xviii, 261 pages
P1042 Includes bibliographical references and index.

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Dynamic models for volatility and heavy tails : with applications to financial and economic time series by A. C. Harvey. ISBN 9781107630024. Published by Cambridge University Press in 2013. Publication and catalogue information, links to buy online and reader comments.