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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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Paperback
Da: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
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Paperback. Condizione: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 0.9. Codice articolo G1107630029I3N00
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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
Da: bmyguest books, Toronto, ON, Canada
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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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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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Da: Anybook.com, Lincoln, Regno Unito
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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
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
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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
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Paperback or Softback. Condizione: New. Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series 0.9. Book. Codice articolo BBS-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)
Da: Best Price, Torrance, CA, U.S.A.
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Condizione: New. SUPER FAST SHIPPING. Codice articolo 9781107630024
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Dynamic Models for Volatility and Heavy Tails (Paperback)
Editore:
Cambridge University Press, Cambridge, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
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Da: Grand Eagle Retail, Mason, OH, U.S.A.
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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
Quantità: 1 disponibili
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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
Nuovo
Paperback / softback
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
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Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 490. Codice articolo C9781107630024
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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)
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Condizione: New. In. Codice articolo ria9781107630024_new
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Dynamic Models for Volatility and Heavy Tails
Editore:
Cambridge University Press CUP, 2013
ISBN 10: 1107630029
ISBN 13: 9781107630024
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Da: Books Puddle, New York, NY, U.S.A.
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Condizione: New. pp. 280. Codice articolo 2645367012
Quantità: 4 disponibili