000 | 00619 a2200193 4500 | ||
---|---|---|---|
005 | 20140328141349.0 | ||
008 | 140328b xxu||||| |||| 00| 0 eng d | ||
020 | _a9781107630024 | ||
080 |
_a330.43 _bHAR |
||
100 | _aHarvey, Andrew C | ||
245 |
_aDynamic models for volatility and heavy tails _bwith applications to financial and economic time series |
||
260 |
_c2013 _bCambridge University Press _aCambridge |
||
300 | _axviii, 261p. | ||
490 | _aEconometric society monographs | ||
653 | _aEconometrics | ||
653 | _aFinance - Mathematical models | ||
653 | _aTime - Series analysis | ||
942 | _cBK | ||
999 |
_c78335 _d78334 |