Dynamic Models for Volatility and Heavy Tails
Andrew C. (University of Cambridge) Harvey
Cambridge University Press, 2013
157,50 €On orderDelivery: 2-3 weeks
This book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines.
- ISBN-13
- 9781107034723
- ISBN-10
- 1107034728
- Publisher
- Cambridge University Press
- Year
- 2013
- Publication date
- 2013-04-22
- Pages
- 282
- Dimensions
- 229x152x19
- Weight
- 590