This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:9781107630024.

N� de ref. del art�culo 4121629

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Detalles bibliogr�ficos

T�tulo

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series

Editor

Cambridge University Press

Fecha de publicaci�n

2013

Idioma

Ingl�s

ISBN 10

1107630029

ISBN 13

9781107630024

Encuadernaci�n

Encuadernaci�n de tapa blanda

Estado

Fair

Peso

500 gramos

Cat�logos de vendedores

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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