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Dynamic Models for Volatility and Heavy Tails
- With Applications to Financial and Economic Time Series
Engelsk
Bogcover for Dynamic Models for Volatility and Heavy Tails af Andrew C. Harvey, 9781107630024
Specifikationer
Sprog:
Engelsk
Sider:
278
ISBN-13:
9781107630024
Indbinding:
Paperback
ISBN-10:
1107630029
Udg. Dato:
22 apr 2013
Størrelse i cm:
22,8 x 15,6 x 1,8
Oplagsdato:
22 apr 2013
Forfatter(e):

Dynamic Models for Volatility and Heavy Tails

- With Applications to Financial and Economic Time Series
Engelsk
Paperback 2013
Format:

Bog 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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Specifikationer
Sprog:
Engelsk
Sider:
278
ISBN-13:
9781107630024
Indbinding:
Paperback
ISBN-10:
1107630029
Udg. Dato:
22 apr 2013
Størrelse i cm:
22,8 x 15,6 x 1,8
Oplagsdato:
22 apr 2013
Forfatter(e):
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