Mathematical and Quantitative Methods: Dynamic Models for...

Mathematical and Quantitative Methods: Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series Andrew C. Harvey . Econometric Society Monographs, no. 52 . Cambridge and New York : Cambridge University Press , 2013 . Pp. xviii , 261 . $99.00 . ISBN 978-1-107-03472-3 , cloth; 978-1-107-63002-4 , pbk. JEL 2013–0685

Teräsvirta, Timo
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Volume:
51
Language:
english
Journal:
Journal of Economic Literature
DOI:
10.1257/jel.51.4.1183.r4
Date:
December, 2013
File:
PDF, 473 KB
english, 2013
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