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Results of search for 'au:"Harvey, A. C."'
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Authors
Durbin, J.
Harvey, A. C.
Koopman, S. J.
Shephard, Neil
Series
Econometric Society monographs
Topics
Econometrics
Finance
State-space methods
System analysis
Time-series analysis
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Dynamic models for volatility and heavy tails : with applications to financial and economic time series /
Andrew C. Harvey.
by
Harvey, A. C. (Andrew C.)
[author.]
Series:
Econometric Society monographs
; 52.
Material type:
Text
; Format:
available online
; Literary form:
Not fiction
Publisher:
Cambridge : Cambridge University Press, 2013
Other title:
Dynamic Models for Volatility & Heavy Tails
Online resources:
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State space and unobserved component models : theory and applications : proceedings of a conference in honour of James Durbin /
edited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard.
by
Durbin, J. (James)
, 1923-2012
[editor.]
Harvey, A. C. (Andrew C.)
[editor.]
Koopman, S. J. (Siem Jan)
[editor.]
Shephard, Neil
[editor.]
Material type:
Text
; Format:
available online
; Literary form:
Not fiction
Publisher:
Cambridge : Cambridge University Press, 2004
Other title:
State Space & Unobserved Component Models
Online resources:
Click here to access online
Availability:
No items available.
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