Dynamic models for volatility and heavy tails with applications to financial and economic time series /

Bibliographic Details
Main Author: Harvey, A. C.
Corporate Author: ProQuest (Firm)
Format: Electronic eBook
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2013.
Series:Econometric Society monographs
Subjects:
Online Access:Click to View
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100 1 |a Harvey, A. C.  |q (Andrew C.) 
245 1 0 |a Dynamic models for volatility and heavy tails  |h [electronic resource] :  |b with applications to financial and economic time series /  |c Andrew C. Harvey. 
260 |a Cambridge ;  |a New York :  |b Cambridge University Press,  |c 2013. 
300 |a xviii, 261 p. :  |b ill. 
440 0 |a Econometric Society monographs 
504 |a Includes bibliographical references (p. 247-254) and indexes. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Econometrics. 
650 0 |a Finance  |x Mathematical models. 
650 0 |a Time-series analysis. 
655 4 |a Electronic books. 
710 2 |a ProQuest (Firm) 
856 4 0 |u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=1139620  |z Click to View