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9781107630024 - Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series di Harvey, Andrew C. C. (24 risultati)
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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)
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
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!
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Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic Time Series
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
Da: Better World Books Ltd, Dunfermline, Regno Unito
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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series: 52 (Econometric Society Monographs, Series Number 52)
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
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Aggiungi al carrelloPaperback. 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.
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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
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Aggiungi al carrelloSoftcover. Condizione: As New. 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, such as those arising from data on the range of returns and the time between trades. Furthermore, 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. As such, there are applications not only to financial data but also to macroeconomic time series and to time series in other disciplines. 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. The practical value of the proposed models is illustrated by fitting them to real data sets.
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Econometric Society Monographs: Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
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Aggiungi al carrelloCondizione: 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.
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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
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Aggiungi al carrelloCondizione: 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.
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Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic Time Series
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
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)
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
Da: California Books, Miami, FL, U.S.A.
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Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic Time Series
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
Da: GreatBookPrices, Columbia, MD, U.S.A.
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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)
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
Da: bmyguest books, Toronto, ON, Canada
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Aggiungi al carrelloSoft cover. Condizione: Very Good. In Very Good Condition. 261 Pages With The Index. Paperback. Used Book. No Remarks Or Highlights Inside.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.
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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)
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Dynamic Models for Volatility and Heavy Tails
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
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Aggiungi al carrelloCondizione: New. The book presents a statistical theory for a class of nonlinear time-series models. It will be of interest to econometricians and statisticians. Series: Econometric Society Monographs. Num Pages: 278 pages, 43 b/w illus. 14 tables. BIC Classification: KCH; PBT. Category: (U) Tertiary Education (US: College). Dimension: 228 x 156 x 18. Weight in Grams: 396. . 2013. Paperback. . . . .
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Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic Time Series
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
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Dynamic Models for Volatility and Heavy Tails
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press CUP, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
Da: Books Puddle, New York, NY, U.S.A.
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Dynamic Models for Volatility and Heavy Tails : With Applications to Financial and Economic Time Series
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Dynamic Models for Volatility and Heavy Tails
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
Da: Kennys Bookstore, Olney, MD, U.S.A.
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Aggiungi al carrelloCondizione: New. The book presents a statistical theory for a class of nonlinear time-series models. It will be of interest to econometricians and statisticians. Series: Econometric Society Monographs. Num Pages: 278 pages, 43 b/w illus. 14 tables. BIC Classification: KCH; PBT. Category: (U) Tertiary Education (US: College). Dimension: 228 x 156 x 18. Weight in Grams: 396. . 2013. Paperback. . . . . Books ship from the US and Ireland.
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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
Libro 14 di 27: Econometric Society MonographsDa: Revaluation Books, Exeter, Regno Unito
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Aggiungi al carrelloPaperback. Condizione: Brand New. 397 pages. 8.90x6.00x0.30 inches. In Stock.
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Dynamic Models for Volatility and Heavy Tails
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
-
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
Libro 14 di 27: Econometric Society MonographsDa: Revaluation Books, Exeter, Regno Unito
Valutazione del venditore 5 su 5 stelle
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Spedizione EUR 11,76
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Aggiungi al carrelloPaperback. Condizione: Brand New. 397 pages. 8.90x6.00x0.30 inches. In Stock. This item is printed on demand.
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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
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Dynamic Models for Volatility and Heavy Tails
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
Da: Majestic Books, Hounslow, Regno Unito
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Aggiungi al carrelloCondizione: New. Print on Demand pp. 280 43 Illus.
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Dynamic Models for Volatility and Heavy Tails
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
Da: Biblios, Frankfurt am main, HESSE, Germania
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Dynamic Models for Volatility and Heavy Tails (Paperback)
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, Cambridge, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
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Aggiungi al carrelloPaperback. 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 our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Dynamic Models for Volatility and Heavy Tails
Libro 14 di 27: Econometric Society MonographsLingua: Inglese
Editore: Cambridge University Press, 2013
ISBN 10: 1107630029 ISBN 13: 9781107630024
EUR 53,43
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Aggiungi al carrelloCondizione: 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.
