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Cover of Dynamic Models for Volatility and Heavy Tails

Dynamic Models for Volatility and Heavy Tails

With Applications to Financial and Economic Time Series

by Harvey

Cambridge University Press · 2013

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About this book

Published by Cambridge University Press in 2013, Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series by Harvey runs to 278 pages.

Its main subjects are Econometrics, Time-series analysis, Mathematical models and Finance.

Book details

ISBN-13
9781107630024
ISBN-10
1107630029
Author
Harvey
Published
2013
Pages
278
Language
English
Condition
New
See all