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Dynamic models for volatility and heavy tails with applications to financial and economic time series

Bibliographic Details
Main Author: Harvey, Andrew C
Format: Printed Book
Language:English
Published: Cambridge Cambridge University Press 2013
Series:Econometric society monographs
Subjects:
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245 |a Dynamic models for volatility and heavy tails   |b with applications to financial and economic time series 
260 |c 2013  |b Cambridge University Press  |a Cambridge 
300 |a xviii, 261p. 
490 |a Econometric society monographs 
653 |a Econometrics 
653 |a Finance - Mathematical models 
653 |a Time - Series analysis 
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