Dynamic Models for Volatility and Heavy Tails Course Information Date: Tuesday 17th December 2013 Location: Cass Business School, London Lecturer: Andrew Harvey, FBA, Professor of Econometrics, Cambridge University This - Time series models - Document - PDFSEARCH.IO

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	Dynamic Models for Volatility and Heavy Tails Course Information Date: Tuesday 17th December 2013 Location: Cass Business School, London Lecturer: Andrew Harvey, FBA, Professor of Econometrics, Cambridge University This Add to Reading List Document Date: 2013-08-08 01:50:46 Open Document File Size: 77,10 KB Share Result on Facebook / Facility Free University of Amsterdam / / Organization Cambridge University / University of Amsterdam / Cass Business School / Econometric Society / / Person Andrew Harvey / Andre Lucas / Siem Jan Koopman / / Position Professor of Econometrics / / URL http / SocialTag Time series analysis Autoregressive conditional heteroskedasticity Time series Volatility Economic model Economics Mathematical sciences Statistics Mathematical finance Econometrics

Dynamic Models for Volatility and Heavy Tails Course Information Date: Tuesday 17th December 2013 Location: Cass Business School, London Lecturer: Andrew Harvey, FBA, Professor of Econometrics, Cambridge University This Add to Reading List