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:	9781107630024
Serie:	Econometric Society Monographs
Serie:	Econometric Society Monographs
Land van oorsprong:	United Kingdom
Prijs:	€ 50,75
Verschijningsdatum:	22-04-2013
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Categorie:	Finance
Geillustreerd:	14 Tables, unspecified; 43 Line drawings, unspecified
Dewey code:	330.015195

Technische kenmerken

Verschijningsvorm:	Paperback / softback
Paginas:	278
Hoogte mm.:	228
Breedte mm.:	156
Dikte mm.:	18
Gewicht gr.:	396

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.