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

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Literature review › Communication

Original language	English
Journal	Journal of Economic Literature
Volume	51
Issue	4
Pages (from-to)	1190-1192
Number of pages	3
ISSN	0022-0515
Publication status	Published - Dec 2013

Cite this

@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",

}

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: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Literature review › Communication