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

紀錄類型:	書目-語言資料,印刷品 : 單行本
副題名:	with applications to financial ane economic time series
作者:	HarveyA. C.,
出版地:	Cambridge
出版者:	Cambridge University Press;
出版年:	2013.
面頁冊數:	p. cm.
集叢名:	Econometric society monographs
標題:	Time-series analysis. -
標題:	Finance - Mathematical models. -
標題:	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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