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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series - Econometric Society Monographs Harvey, Andrew C. (University of Cambridge)
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series - Econometric Society Monographs
Harvey, Andrew C. (University of Cambridge)
This book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines.
278 pages, 43 b/w illus. 14 tables
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 22 de abril de 2013 |
| ISBN13 | 9781107034723 |
| Editores | Cambridge University Press |
| Páginas | 282 |
| Dimensiones | 152 × 229 × 19 mm · 590 g |
| Lengua | Inglés |