Dynamic models for volatility and heavy tails : with applications to financial and economic time series / / Andrew C. Harvey.
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| Year of Publication: | 2013 |
| Language: | English |
| Series: | Econometric Society monographs
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| Online Access: | |
| Physical Description: | xviii, 261 p. :; ill. |
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| Bibliography: | Includes bibliographical references (p. 247-254) and indexes. |
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| ISBN: | 9781107034723 (hbk.) 9781107630024 (pbk.) 9781107333567 (electronic bk.) |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | Andrew C. Harvey. |