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Dynamic Models For Volatility And Heavy Tails: With Applications To Financial And Economic Time Series, By A. C. Harvey. Published By Cambridge University Press, 2013 New York, Usa. Total Number Of Pages: 261. Price: $36.99. Isbn: 978-1-107-63002-4

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  • Alastair R. Hall

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  • Alastair R. Hall, 2014. "Dynamic Models For Volatility And Heavy Tails: With Applications To Financial And Economic Time Series, By A. C. Harvey. Published By Cambridge University Press, 2013 New York, Usa. Total Number Of Pa," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(2), pages 187-188, March.
    • Handle: RePEc:bla:jtsera:v:35:y:2014:i:2:p:187-188
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    References listed on IDEAS

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    1. Bollerslev, Tim, 1987. "A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return," The Review of Economics and Statistics, MIT Press, vol. 69(3), pages 542-547, August.
    2. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    3. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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