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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series: 52 (Econometric Society Monographs, Series Number 52) - Tapa blanda

Libro 14 de 27: Econometric Society Monographs

Harvey, Andrew C. C.

 
9781107630024: Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series: 52 (Econometric Society Monographs, Series Number 52)

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Dynamic Models for Volatility and Heavy Tails

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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.

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