Work

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series

Year: 2013

Type: article

Source: Thammasat University Digital Collections

Author: Andrew Harvey

Institution: University of Cambridge

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W616969809

FWCI: 23.91

Cites:

Cited by: 187

Related to: 10