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.

Bestandsnummer des Verk�ufers 4928741

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Bibliografische Details

Titel

Econometric Society Monographs: Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series

Verlag

Cambridge University Press

Erscheinungsjahr

2013

Sprache

Englisch

ISBN-10

1107630029

ISBN-13

9781107630024

Einband

Softcover

Zustand

Good

Gewicht

500 Gramm

Verk�uferkataloge

Economics

�ber diesen Titel

Inhaltsangabe

The book presents a statistical theory for a class of nonlinear time-series models. It will be of interest to econometricians and statisticians.

�ber 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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