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Harvey, Andrew

Libros de: Harvey, Andrew

Mostrando 3 libros encontrados. (1 páginas).

  • 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"

    Harvey, Andrew

    Cambridge University Press (2013)

    valoración

    • EAN: 9781107630024
    • Páginas: 280
    • Fecha de edición: 2013

    pvp.32,45 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling and monitoring such changes. Taking into account ...

  • Readings In Unobserved Components Models.

    Readings In Unobserved Components Models.

    Harvey, Andrew

    Oxford University Press (2005)

    valoración

    • EAN: 9780199278695
    • Páginas: 458
    • Fecha de edición: 2005

    pvp.50,00 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended ...

  • State Space And Unobserved Component Models. Theory And Applications.

    State Space And Unobserved Component Models. Theory And Applications.

    Harvey, Andrew Koopman, Siem Shephard, Neil

    Cambridge University Press (2004)

    valoración

    • EAN: 9780521835954
    • Páginas: 380
    • Fecha de edición: 2004

    pvp.61,15 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    This volume offers a broad overview of the state-of-the-art developments in the theory and applications of state space modeling. With fourteen chapters from twenty-three contributors, it offers a unique synthesis of state space methods and ...