[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Year of publication: |
2013
|
---|---|
Authors: | Teräsvirta, Timo |
Other Persons: | Harvey, Andrew C. (contributor) |
Published in: |
Journal of economic literature. - Nashville, Tenn. : Assoc., ISSN 0022-0515, ZDB-ID 3076-4. - Vol. 51.2013, 4, p. 1190-1192
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Finanzmarkt | Financial market |
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