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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| 050 | 4 | |a HB139 |b .H369 2013 | |
| 082 | 0 | 4 | |a 330.01/5195 |2 23 |
| 100 | 1 | |a Harvey, A. C. |q (Andrew C.) | |
| 245 | 1 | 0 | |a Dynamic models for volatility and heavy tails |h [electronic resource] : |b with applications to financial and economic time series / |c Andrew C. Harvey. |
| 260 | |a Cambridge ; |a New York : |b Cambridge University Press, |c 2013. | ||
| 300 | |a xviii, 261 p. : |b ill. | ||
| 440 | 0 | |a Econometric Society monographs | |
| 504 | |a Includes bibliographical references (p. 247-254) and indexes. | ||
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Time-series analysis. | |
| 655 | 4 | |a Electronic books. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1139620 |z Click to View |