Andrew C. Harvey

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Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series

Dynamic Models for Volatility and Heavy Tails

With Applications to Financial and Economic Time Series

Cambridge University Press (2013)
AU$40.70

The book presents a statistical theory for a class of nonlinear time-series models. It will be of...

Forecasting, Structural Time Series Models and the Kalman Filter
Cambridge University Press (1990)
AU$70.40

This book is concerned with modelling economic and social time series and with addressing the...

Ökonometrische Analyse von Zeitreihen
De Gruyter (2018)
AU$178.74

Lehrbuch über die statistischen Aspekte ökonomischer Modellbildung. Zudem ein international als...

Zeitreihenmodelle
De Gruyter (2018)
AU$178.74

Gegenstand des Werkes sind Analyse und Modellierung von Zeitreihen. Es wendet sich an Studierende...

Forecasting Volatility in the Financial Markets
Elsevier Science (2002)
AU$145.95

'Forecasting Volatility in the Financial Markets' assumes that the reader has a firm grounding in...