Dynamic Models for Volatility and Heavy Tails
With Applications to Financial and Economic Time Series
Presents a statistical theory for a class of nonlinear time-series models. The overall approach will be of interest to econometricians and statisticians.
CHF 135.00
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Produktdetails
Weitere Autoren: Harvey, A. C.
- ISBN: 978-1-107-03472-3
- EAN: 9781107034723
- Produktnummer: 14519688
- Verlag: Cambridge University Press
- Sprache: Englisch
- Erscheinungsjahr: 2014
- Seitenangabe: 282 S.
- Masse: H23.5 cm x B15.7 cm x D2.1 cm 590 g
- Abbildungen: HC gerader Rücken kaschiert
- Gewicht: 590
Über den Autor
Andrew Harvey is Professor of Econometrics at the University of Cambridge and a Fellow of Corpus Christi College. He is a Fellow of the Econometric Society and of the British Academy. He has published more than one hundred articles in journals and edited volumes and is the author of three books, The Econometric Analysis of Time Series, Time Series Models, and Forecasting and Structural Time Series Models and the Kalman Filter (Cambridge University Press, 1989). He is one of the developers of the STAMP computer package.
13 weitere Werke von Andrew C. Harvey:
Dynamic Models for Volatility and Heavy Tails
With Applications to Financial and Economic Time Series
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