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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (Econometric Society Monographs, 52, Band 52) - Softcover

Buch 14 von 27: Econometric Society Monographs

Harvey, Andrew C. C.

 
9781107630024: Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (Econometric Society Monographs, 52, Band 52)
Softcover
ISBN 10: 1107630029 ISBN 13: 9781107630024
Verlag: Cambridge University Press, 2013

Inhaltsangabe

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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Über die Autorin bzw. den Autor

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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Verlag
Cambridge University Press
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
1107630029
ISBN 13 
9781107630024
Einband
Taschenbuch
Anzahl der Seiten
282
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
gpsr@libri.de
gpsr@libri.de

Europaallee 1
Bad Hersfeld
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Deutschland