Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series - Brossura
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
Editore:
Cambridge University Press, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
Antico o usato
Paperback
Da: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Codice articolo G1107630029I3N00
Compra usato
EUR 16,48
Spese di spedizione:
GRATIS
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)
Editore:
Cambridge University Press, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
Antico o usato
Soft cover
Da: bmyguest books, Toronto, ON, Canada
Valutazione del venditore 3 su 5 stelle
Soft cover. Condizione: Very Good. In Very Good Condition. 261 Pages With The Index. Paperback. Used Book. No Remarks Or Highlights Inside.books are NOT signed. We will state signed at the description section. we confirm they are signed via email or stated in the description box. - Specializing in academic, collectiblle and historically significant, providing the utmost quality and customer service satisfaction. For any questions feel free to email us. Codice articolo A19044a
Compra usato
EUR 26,31
Spese di spedizione:
EUR 12,89
Da: Canada 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: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. 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 4121629
Compra usato
EUR 29,71
Spese di spedizione:
EUR 14,63
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 29,71
Spese di spedizione:
EUR 14,63
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 33,96
Spese di spedizione:
EUR 14,63
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 (Paperback or Softback)
Editore:
Cambridge University Press 4/22/2013, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
Nuovo
Paperback or Softback
Da: BargainBookStores, Grand Rapids, MI, U.S.A.
Valutazione del venditore 5 su 5 stelle
Paperback or Softback. Condizione: New. Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series. Book. Codice articolo BBS-9781107630024
Compra nuovo
EUR 48,73
Spese di spedizione:
GRATIS
In U.S.A.
Quantità: 5 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: Best Price, Torrance, CA, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. SUPER FAST SHIPPING. Codice articolo 9781107630024
Compra nuovo
EUR 41,89
Spese di spedizione:
EUR 7,72
In U.S.A.
Quantità: 2 disponibili
Foto dell'editore
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
Print on DemandDa: Revaluation Books, Exeter, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: Brand New. 397 pages. 8.90x6.00x0.30 inches. In Stock. This item is printed on demand. Codice articolo __1107630029
Compra nuovo
EUR 41,32
Spese di spedizione:
EUR 11,31
Da: Regno Unito a: U.S.A.
Quantità: 1 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781107630024
Compra nuovo
EUR 56,42
Spese di spedizione:
GRATIS
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: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9781107630024_new
Compra nuovo
EUR 45,59
Spese di spedizione:
EUR 13,55
Da: Regno Unito a: U.S.A.
Quantità: Più di 20 disponibili