Dynamic models for volatility and heavy tails : with applications to financial and economic time series
Andrew C. Harvey
| Year of publication: |
2013
|
|---|---|
| Authors: | Harvey, Andrew C. |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Ökonometrisches Modell | Econometric model | Finanzmarktökonometrie | Financial econometrics | Volatilität | Volatility | Nichtlineare Zeitreihenanalyse | Wahrscheinlichkeitsverteilung | Dynamisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XVIII, 261 S. graph. Darst. 24 cm |
|---|---|
| Series: | Econometric Society monographs. - Cambridge : Univ. Press, ZDB-ID 57551-3. - Vol. 52 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 247 - 254 |
| ISBN: | 978-1-107-03472-3 ; 978-1-107-63002-4 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009766496