Dynamic Models for Volatility and Heavy Tails
With Applications to Financial and Economic Time Series
Inbunden, Engelska, 2013
Av Andrew C. (University of Cambridge) Harvey, Andrew C. Harvey, A. C. Harvey
1 779 kr
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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.
Produktinformation
- Utgivningsdatum2013-04-22
- Mått152 x 229 x 19 mm
- Vikt590 g
- SpråkEngelska
- SerieEconometric Society Monographs
- Antal sidor282
- FörlagCambridge University Press
- EAN9781107034723