Loading...
Dynamic models for volatility and heavy tails with applications to financial and economic time series
Main Author: | Harvey, Andrew C |
---|---|
Format: | Printed Book |
Language: | English |
Published: |
Cambridge
Cambridge University Press
2013
|
Series: | Econometric society monographs
|
Subjects: |
Similar Items
-
Modeling and analysis of some heavy tailed time series
by: Hareesh, G
Published: (2010) -
Volatility and time series econometrics essays in honor of robert F Eagle
by: Bollerslev, Tim.,ed
Published: (2010) -
Nonlinear time series analysis of economic and financial data
by: Ed by Rothman, Philip
Published: (1999) -
Non-linear time series models in empirical finance
by: Franses, Philip Hans
Published: (2000) -
Handbook of volatility models and their applications
by: Ed by Bauwens, Luc
Published: (2012)