Harvey, A. C. (2013). Dynamic models for volatility and heavy tails: With applications to financial and economic time series. Cambridge University Press.
Chicago Edition CitationHarvey, Andrew C. Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series. Cambridge: Cambridge University Press, 2013.
MLA Edition CitationHarvey, Andrew C. Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series. Cambridge University Press, 2013.
Warning: These citations may not always be 100% accurate.