Dynamic models for volatility and heavy tails: with applications to financial and economic time series
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2013
|
| Series: | Econometric society monographs
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| Subjects: | |
| Online Access: | BSB01 |
| Item Description: | Includes bibliographical references (p. 247-254) and indexes |
| Physical Description: | 1 Online-Ressource (XVIII, 261 S.) |
| ISBN: | 9781107034723 9781107630024 9781107333567 |
Staff View
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Record in the Search Index
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| id | DE-604.BV041387483 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:55:34Z |
| institution | BVB |
| isbn | 9781107034723 9781107630024 9781107333567 |
| language | English |
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| physical | 1 Online-Ressource (XVIII, 261 S.) |
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| publishDate | 2013 |
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| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Econometric society monographs |
| spelling | Harvey, Andrew C. 1947- Verfasser (DE-588)121875032 aut Dynamic models for volatility and heavy tails with applications to financial and economic time series Andrew C. Harvey Cambridge Cambridge University Press 2013 1 Online-Ressource (XVIII, 261 S.) txt rdacontent c rdamedia cr rdacarrier Econometric society monographs Includes bibliographical references (p. 247-254) and indexes Mathematisches Modell Econometrics Finance / Mathematical models Time-series analysis Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd rswk-swf Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd rswk-swf Dynamisches Modell (DE-588)4150932-8 gnd rswk-swf Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 s Wahrscheinlichkeitsverteilung (DE-588)4121894-2 s Dynamisches Modell (DE-588)4150932-8 s 1\p DE-604 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Harvey, Andrew C. 1947- Dynamic models for volatility and heavy tails with applications to financial and economic time series Mathematisches Modell Econometrics Finance / Mathematical models Time-series analysis Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd Dynamisches Modell (DE-588)4150932-8 gnd |
| subject_GND | (DE-588)4276267-4 (DE-588)4121894-2 (DE-588)4150932-8 |
| title | Dynamic models for volatility and heavy tails with applications to financial and economic time series |
| title_auth | Dynamic models for volatility and heavy tails with applications to financial and economic time series |
| title_exact_search | Dynamic models for volatility and heavy tails with applications to financial and economic time series |
| title_full | Dynamic models for volatility and heavy tails with applications to financial and economic time series Andrew C. Harvey |
| title_fullStr | Dynamic models for volatility and heavy tails with applications to financial and economic time series Andrew C. Harvey |
| title_full_unstemmed | Dynamic models for volatility and heavy tails with applications to financial and economic time series Andrew C. Harvey |
| title_short | Dynamic models for volatility and heavy tails |
| title_sort | dynamic models for volatility and heavy tails with applications to financial and economic time series |
| title_sub | with applications to financial and economic time series |
| topic | Mathematisches Modell Econometrics Finance / Mathematical models Time-series analysis Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd Dynamisches Modell (DE-588)4150932-8 gnd |
| topic_facet | Mathematisches Modell Econometrics Finance / Mathematical models Time-series analysis Nichtlineare Zeitreihenanalyse Wahrscheinlichkeitsverteilung Dynamisches Modell |
| work_keys_str_mv | AT harveyandrewc dynamicmodelsforvolatilityandheavytailswithapplicationstofinancialandeconomictimeseries |