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

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Presents a statistical theory for a class of nonlinear time-series models. The overall approach will be of interest to econometricians and statisticians.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Harvey, A. C. (Andrew C.)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 2013.
Colección:Econometric Society monographs ; no. 52.
Temas:
Econometrics.
Finance > Mathematical models.
Time-series analysis.
Économétrie.
Finances > Modèles mathématiques.
Série chronologique.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Finanzas > Modelos matemáticos
Análisis de series temporales
Econometrics
Finance > Mathematical models
Time-series analysis
Nichtlineare Zeitreihenanalyse
Wahrscheinlichkeitsverteilung
Dynamisches Modell
Acceso en línea:Texto completo
Descripción
Sumario:Presents a statistical theory for a class of nonlinear time-series models. The overall approach will be of interest to econometricians and statisticians.
Descripción Física:1 online resource (xviii, 261 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 247-254) and indexes.
ISBN:9781107336889
1107336880
1139540939
9781139540933
9781107335226
1107335221
9781107333567
1107333563

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