Department of Economics and Business Economics

Timo Teräsvirta

Book Review of "Dynamic Models for Volatility and Heavy Tails: with Applications to Financial and Economic Time Series" by Andrew C. Harvey

Research output: CommunicationLiterature review

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Book Review of "Dynamic Models for Volatility and Heavy Tails: with Applications to Financial and Economic Time Series" by Andrew C. Harvey. / Teräsvirta, Timo.

In: Journal of Economic Literature, Vol. 51, No. 4, 12.2013, p. 1190-1192.

Research output: CommunicationLiterature review

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Bibtex

@article{e29cbf4da8134fb3a119797eb03b2873,
title = "Book Review of {"}Dynamic Models for Volatility and Heavy Tails: with Applications to Financial and Economic Time Series{"} by Andrew C. Harvey",
author = "Timo Teräsvirta",
year = "2013",
month = "12",
volume = "51",
pages = "1190--1192",
journal = "Journal of Economic Literature",
issn = "0022-0515",
publisher = "American Economic Association",
number = "4",

}

RIS

TY - JOUR

T1 - Book Review of "Dynamic Models for Volatility and Heavy Tails: with Applications to Financial and Economic Time Series" by Andrew C. Harvey

AU - Teräsvirta,Timo

PY - 2013/12

Y1 - 2013/12

M3 - Literature review

VL - 51

SP - 1190

EP - 1192

JO - Journal of Economic Literature

T2 - Journal of Economic Literature

JF - Journal of Economic Literature

SN - 0022-0515

IS - 4

ER -