Dynamic models for volatility and heavy tails : with applications to financial and economic time series /

Dynamic models for volatility and heavy tails : with applications to financial and economic time series / / Andrew C. Harvey.

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Bibliografische gegevens
:
ProQuest (Firm)
Harvey, A. C.
TeilnehmendeR:
ProQuest (Firm)
Publicatiejaar:2013
Taal:English
Reeks:Econometric Society monographs
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Fysieke beschrijving:xviii, 261 p. :; ill.
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Omschrijving
Bibliografie:Includes bibliographical references (p. 247-254) and indexes.
ISBN:9781107034723 (hbk.)
9781107630024 (pbk.)
9781107333567 (electronic bk.)
Hierarchical level:Monograph
Statement of Responsibility: Andrew C. Harvey.

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