Dynamic models for volatility and heavy tails : with applications to financial and economic time series
Andrew C. Harvey
| Year of publication: |
2013
|
|---|---|
| Authors: | Harvey, Andrew C. |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Ökonometrisches Modell | Econometric model | Finanzmarktökonometrie | Financial econometrics | Volatilität | Volatility | Nichtlineare Zeitreihenanalyse | Wahrscheinlichkeitsverteilung | Dynamisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
