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Forecasting, Structural Time Series Models and the Kalman Filter by Andrew C. Harvey
RRP: $78.00Booksplease Price: $77.04In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist... -
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series by Andrew C. Harvey 9781107034723
RRP: $193.05Booksplease Price: $183.51The 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... -
Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series by Andrew C. Harvey 9781107630024
RRP: $68.25Booksplease Price: $64.27The 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... -
Growth and Cycle in the Eurozone by Gian Luigi Mazzi 9780230007901
Booksplease Price: $219.18This book presents recent theoretical and empirical advances on business cycle analysis with particular attention to Euro-zone characteristics. It also seeks to increase interaction between...