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

Record Type:	Language materials, printed : monographic
Title Information:	with applications to financial ane economic time series
Author:	HarveyA. C.,
Place of Publication:	Cambridge
Published:	Cambridge University Press;
Year of Publication:	2013.
Description:	p. cm.
Series:	Econometric society monographs
Subject:	Time-series analysis. -
Subject:	Finance - Mathematical models. -
Subject:	Econometrics. -
ISBN:	9781107034723hbk.
ISBN:	9781107630024pbk.

Dynamic models for volatility and heavy tails : with applications to financial ane economic time series
Harvey, A. C.

Dynamic models for volatility and heavy tails : with applications to financial ane economic time series / Andrew C. Harvey. - Cambridge : Cambridge University Press, 2013.. - p. cm.. - (Econometric society monographs).
Includes bibliographical references and index..
ISBN 9781107034723ISBN 9781107630024
Time-series analysis.FinanceEconometrics. -- Mathematical models.

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