Dynamic models for volatility and heavy tails: with applications to financial and economic time series / Andrew C. Harvey.
2013
HB139 .H369 2013
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Title
Dynamic models for volatility and heavy tails: with applications to financial and economic time series / Andrew C. Harvey.
Author
ISBN
9781107034723 (hbk.)
9781107630024 (pbk.)
9781107333567 (electronic bk.)
9781107630024 (pbk.)
9781107333567 (electronic bk.)
Publication Details
Cambridge ; New York : Cambridge University Press, 2013.
Language
English
Description
xviii, 261 p. : ill.
Call Number
HB139 .H369 2013
Dewey Decimal Classification
330.01/5195
Bibliography, etc. Note
Includes bibliographical references (p. 247-254) and indexes.
Access Note
Access limited to authorized users.
Series
Econometric Society monographs
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