[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Timo Teräsvirta
| Year of publication: |
2013
|
|---|---|
| Authors: | Teräsvirta, Timo |
| Other Persons: | Harvey, Andrew C. (contributor) |
| Published in: |
Journal of economic literature. - Nashville, Tenn. : Assoc., ISSN 0022-0515, ZDB-ID 3076-4. - Vol. 51.2013, 4, p. 1190-1192
|
| Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Ökonometrisches Modell | Econometric model | Theorie | Theory | Finanzmarktökonometrie | Financial econometrics |
Rezension von:
Harvey, Andrew C. *1947-*. Dynamic models for volatility and heavy tails. - Cambridge [u.a.] : Cambridge Univ. Press, 2013. - XVIII, 261 S.
Persistent link: https://www.econbiz.de/10010477804