EGARCH models with fat tails, skewness and leverage :: A. C. Harvey :: University of Cambridge, Faculty of Economics 2012 :: OBNB, the Open British National Bibliography

Publication Data

Title EGARCH models with fat tails, skewness and leverage
Author A. C. Harvey
Contributors Genaro Sucarrat, Genaro Sucarrat
Publisher University of Cambridge, Faculty of Economics
Publication date 2012
Publication location Cambridge
Language English

Topics

Distribution (Economic theory)
Time-series analysis

Catalogue Data

OBNB ID GBB5D2138
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.1

ISBD

P1053 39 pages
P1042 Includes bibliographical references.

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EGARCH models with fat tails, skewness and leverage by A. C. Harvey. Published by University of Cambridge, Faculty of Economics in 2012. Publication and catalogue information, links to buy online and reader comments.