VU Boekhandel

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

Hoofdkenmerken

Auteur:	Harvey, Andrew C.
Titel:	Dynamic Models for Volatility and Heavy Tails With Applications to Financial and Economic Time Series
Uitgever:	Cambridge University Press
ISBN:	9781107034723
ISBN boekversie:	9781107331273
Serie:	Econometric Society Monographs
Serie:	Econometric Society Monographs
Land van oorsprong:	United Kingdom
Prijs:	€ 143,55
Verschijningsdatum:	22-04-2013
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Categorie:	Finance
Geillustreerd:	14 Tables, unspecified; 43 Line drawings, unspecified

Technische kenmerken

Verschijningsvorm:	Hardback
Paginas:	282
Hoogte mm.:	229
Breedte mm.:	152
Dikte mm.:	19
Gewicht gr.:	590

Inhoud:

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.