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

Timo Teräsvirta

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

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Anmeldelse › Formidling

Originalsprog	Engelsk
Tidsskrift	Journal of Economic Literature
Vol/bind	51
Nummer	4
Sider (fra-til)	1190-1192
Antal sider	3
ISSN	0022-0515
Status	Udgivet - dec. 2013

Citationsformater

@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 Ter{\"a}svirta",

year = "2013",

month = dec,

language = "English",

volume = "51",

pages = "1190--1192",

journal = "Journal of Economic Literature",

issn = "0022-0515",

publisher = "American Economic Association",

number = "4",

}