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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ProQuest (Firm)
Harvey, A. C.
TeilnehmendeR:
ProQuest (Firm)
Year of Publication:2013
Language:English
Series:Econometric Society monographs
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Physical Description:xviii, 261 p. :; ill.
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record_format marc
spelling Harvey, A. C. (Andrew C.)
Dynamic models for volatility and heavy tails [electronic resource] : with applications to financial and economic time series / Andrew C. Harvey.
Cambridge ; New York : Cambridge University Press, 2013.
xviii, 261 p. : ill.
Econometric Society monographs
Includes bibliographical references (p. 247-254) and indexes.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Econometrics.
Finance Mathematical models.
Time-series analysis.
Electronic books.
ProQuest (Firm)
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1139620 Click to View
language English
format Electronic
eBook
author Harvey, A. C.
spellingShingle Harvey, A. C.
Dynamic models for volatility and heavy tails with applications to financial and economic time series /
author_facet Harvey, A. C.
ProQuest (Firm)
ProQuest (Firm)
author_variant a c h ac ach
author_fuller (Andrew C.)
author2 ProQuest (Firm)
author2_role TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Harvey, A. C.
title Dynamic models for volatility and heavy tails with applications to financial and economic time series /
title_sub with applications to financial and economic time series /
title_full Dynamic models for volatility and heavy tails [electronic resource] : with applications to financial and economic time series / Andrew C. Harvey.
title_fullStr Dynamic models for volatility and heavy tails [electronic resource] : with applications to financial and economic time series / Andrew C. Harvey.
title_full_unstemmed Dynamic models for volatility and heavy tails [electronic resource] : with applications to financial and economic time series / Andrew C. Harvey.
title_auth Dynamic models for volatility and heavy tails with applications to financial and economic time series /
title_new Dynamic models for volatility and heavy tails
title_sort dynamic models for volatility and heavy tails with applications to financial and economic time series /
publisher Cambridge University Press,
publishDate 2013
physical xviii, 261 p. : ill.
isbn 9781107333567 (electronic bk.)
callnumber-first H - Social Science
callnumber-subject HB - Economic Theory and Demography
callnumber-label HB139
callnumber-sort HB 3139 H369 42013
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1139620
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 330 - Economics
dewey-full 330.01/5195
dewey-sort 3330.01 45195
dewey-raw 330.01/5195
dewey-search 330.01/5195
oclc_num 857489673
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is_hierarchy_title Dynamic models for volatility and heavy tails with applications to financial and economic time series /
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