Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (Econometric Society Monographs) Book + PRICE WATCH * Amazon pricing is not included in price watch

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

Presents a statistical theory for a class of nonlinear time-series models. The overall approach will be of interest to econometricians and statisticians. The volatility of financial returns changes over time and, for the last thirty years...Read More

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  • 1107630029
  • 9781107630024
  • Andrew C. Harvey
  • 22 April 2013
  • Cambridge University Press
  • Paperback (Book)
  • 278
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