Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series - Brossura
Libro 14 di 27: Econometric Society Monographs
Sinossi
The book presents a statistical theory for a class of nonlinear time-series models. It will be of interest to econometricians and statisticians.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull?autore
Andrew Harvey is Professor of Econometrics at the University of Cambridge and a Fellow of Corpus Christi College. He is a Fellow of the Econometric Society and of the British Academy. He has published more than one hundred articles in journals and edited volumes and is the author of three books, The Econometric Analysis of Time Series, Time Series Models, and Forecasting and Structural Time Series Models and the Kalman Filter (Cambridge University Press, 1989). He is one of the developers of the STAMP computer package.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Altre edizioni note dello stesso titolo
Risultati della ricerca per Dynamic Models for Volatility and Heavy Tails: With...
Foto dell'editore
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (Econometric Society Monographs, Series Number 52)
Editore:
Cambridge University Press, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
Antico o usato
paperback
Da: HPB-Emerald, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
paperback. Condizione: Very Good. Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority! Codice articolo S_472099745
Compra usato
EUR 15,01
Spedizione EUR 3,22
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series: 52 (Econometric Society Monographs, Series Number 52)
Editore:
Cambridge University Press, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
Antico o usato
Paperback
Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: Fine. Codice articolo GOR014932758
Compra usato
EUR 16,31
Spedizione EUR 6,45
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series: 52 (Econometric Society Monographs, Series Number 52)
Editore:
Cambridge University Press, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
Antico o usato
Paperback
Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR014966011
Compra usato
EUR 16,31
Spedizione EUR 6,45
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic Time Series
Editore:
Cambridge University Press, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
Antico o usato
Brossura
Da: Better World Books Ltd, Dunfermline, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Codice articolo 56767297-20
Compra usato
EUR 19,56
Spedizione EUR 5,76
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Econometric Society Monographs: Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
Editore:
Cambridge University Press, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
Antico o usato
Brossura
Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:9781107630024. Codice articolo 4928741
Compra usato
EUR 30,27
Spedizione EUR 15,67
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
Editore:
Cambridge University Press, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
Antico o usato
Brossura
Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:9781107630024. Codice articolo 3964764
Compra usato
EUR 34,61
Spedizione EUR 15,67
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic Time Series
Editore:
Cambridge University Press, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
Antico o usato
Brossura
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 18778791
Compra usato
EUR 49,51
Spedizione EUR 2,27
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic Time Series
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 18778791-n
Compra nuovo
EUR 52,33
Spedizione EUR 2,27
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Dynamic Models for Volatility and Heavy Tails (Paperback)
Editore:
Cambridge University Press, Cambridge, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
Nuovo
Paperback
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: new. Paperback. The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling and monitoring such changes. Taking into account that financial returns typically exhibit heavy tails - that is, extreme values can occur from time to time - Andrew Harvey's new book shows how a small but radical change in the way GARCH models are formulated leads to a resolution of many of the theoretical problems inherent in the statistical theory. The approach can also be applied to other aspects of volatility. The more general class of Dynamic Conditional Score models extends to robust modeling of outliers in the levels of time series and to the treatment of time-varying relationships. The statistical theory draws on basic principles of maximum likelihood estimation and, by doing so, leads to an elegant and unified treatment of nonlinear time-series modeling. 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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781107630024
Compra nuovo
EUR 54,67
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (Econometric Society Monographs, Series Number 52)
Da: California Books, Miami, FL, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. Codice articolo I-9781107630024
Compra nuovo
EUR 54,79
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili