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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series - Brossura
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The book presents a statistical theory for a class of nonlinear time-series models. It will be of interest to econometricians and statisticians.
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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.
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Dynamic Models for Volatility and Heavy Tails
Editore:
Cambridge University Press, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
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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
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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
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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
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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
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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
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Paperback. Condizione: Brand New. 397 pages. 8.90x6.00x0.30 inches. In Stock. This item is printed on demand. Codice articolo __1107630029
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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
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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (Econometric Society Monographs, Series Number 52)
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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (Paperback or Softback)
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Cambridge University Press 4/22/2013, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
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Dynamic Models for Volatility and Heavy Tails
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 v. Codice articolo 853704967
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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
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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
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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (Econometric Society Monographs, Series Number 52)
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