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＜Book＞
Dynamic models for volatility and heavy tails : with applications to financial and economic time series
| Responsibility | Andrew C. Harvey |
|---|---|
| Series | Econometric Society monographs ; 52 |
| Material Type | Book |
| Publication | Cambridge : Cambridge University Press , 2013 |
| Language | English |
| Size | xviii, 261 p. : ill. ; 24 cm |
Holdings
| Status | Volume | Location | Call No. | Printed | Collection Name | Barcode No. | Comments | Reserve | Copy | Automatic archive |
|---|---|---|---|---|---|---|---|---|---|---|
|
|
: hardback | SciTech 3F Mathematical Books | HARV/2/1 | 2013 |
|
033212013002482 |
|
Bibliographic details
| Notes | Includes bibliographical references (p. 247-254) and indexes |
|---|---|
| Authors | *Harvey, A. C. (Andrew C.) |
| Subjects | LCSH:Econometrics LCSH:Finance -- Mathematical models All Subject Search LCSH:Time-series analysis |
| Classification | LCC:HB139 DC23:330.01/5195 |
| ID | 1001509069 |
| ISBN | 9781107034723 |
| NCID | BB12345452 |
| Vol | : hardback ; ISBN:9781107034723 : pbk ; ISBN:9781107630024 |
| Created Date | 2013.06.25 |
| Modified Date | 2013.06.25 |