In Very Good Condition. 261 Pages With The Index. Paperback. Used Book. No Remarks Or Highlights Inside.books are NOT signed. We will state signed at the description section. we confirm they are signed via email or stated in the description box. - Specializing in academic, collectiblle and historically significant, providing the utmost quality and customer service satisfaction. For any questions feel free to email us.

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Detalles bibliogr�ficos

T�tulo

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

Editor

Cambridge University Press

Fecha de publicaci�n

2013

Idioma

Ingl�s

ISBN 10

1107630029

ISBN 13

9781107630024

Encuadernaci�n

Soft cover

Estado

Very Good

Peso

2 onzas

Cat�logos de vendedores

Philosophy, Biography, Business & Economics

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Sinopsis

The book presents a statistical theory for a class of nonlinear time-series models. It will be of interest to econometricians and statisticians.

Acerca del autor

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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Descripci�n de la librer�a

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