harvey c - 三民網路書店

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

作者：Andrew C. Harvey 出版社：Cambridge Univ Pr 出版日：2013/04/22 裝訂：精裝

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling and monitoring such changes. Taking into account that financial returns typically exhibit heavy tails - that is, extreme values can occur from time to time - Andrew Harvey's new book shows how a small but radical change in the way GARCH models are formulated leads to a resolution of many of the theoretical problems inherent in the statistical theory. The approach can also be applied to other aspects of volatility. The more general class of Dynamic Conditional Score models extends to robust modeling of outliers in the levels of time series and to the treatment of time-varying relationships. The statistical theory draws on basic principles of maximum likelihood estimation and, by doing so, leads to an elegant and unified treatment of nonlinear time-series modeling.

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82.

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

作者：Andrew C. Harvey 出版社：Cambridge Univ Pr 出版日：2013/04/22 裝訂：平裝

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling and monitoring such changes. Taking into account that financial returns typically exhibit heavy tails - that is, extreme values can occur from time to time - Andrew Harvey's new book shows how a small but radical change in the way GARCH models are formulated leads to a resolution of many of the theoretical problems inherent in the statistical theory. The approach can also be applied to other aspects of volatility. The more general class of Dynamic Conditional Score models extends to robust modeling of outliers in the levels of time series and to the treatment of time-varying relationships. The statistical theory draws on basic principles of maximum likelihood estimation and, by doing so, leads to an elegant and unified treatment of nonlinear time-series modeling.

定價：1949 元，優惠價：9 1754

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83.

Spanish for Health Care Professionals

作者：William C. Harvey 出版社：Barrons Educational Series Inc 出版日：2016/11/01 裝訂：平裝

Expanded to include even more words, phrases, and helpful exercises, this book is designed to help doctors, nurses, and medical assistants communicate in Spanish with Latino patients and their familie

定價：525 元，優惠價：79 415

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84.

Machiavelli's Effectual Truth: Creating the Modern World

作者：Harvey C. Mansfield 出版社：CAMBRIDGE 出版日：2023/09/21 裝訂：精裝

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85.

The Silver Wolf: Volume 1

作者：J. C. Harvey 出版社：ATLANTIC BOOKS LTD 出版日：2023/09/26 裝訂：平裝

定價：560 元，優惠價：1 560

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Vidokoni ― Folktales from Mzimba, Malawi

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86.

Vidokoni ― Folktales from Mzimba, Malawi

作者：Harvey C. Chidoba Banda 出版社：Langaa Rpcig 出版日：2011/12/01 裝訂：平裝

定價：1537 元，優惠價：1 1537

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87.

Scarabeus: The Story of an African Beetle

作者：James C. Harvey 出版社：Hansebooks 出版日：2023/01/26 裝訂：平裝

定價：1356 元，優惠價：1 1356

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88.

Pharaoh: The Urban Legend

作者：Harvey C. Long 出版社：Lightning Source Inc 出版日：2023/05/11 裝訂：平裝

定價：495 元，優惠價：1 495

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89.

Pharaoh: The Urban Legend

作者：Harvey C. Long 出版社：Lightning Source Inc 出版日：2023/05/11 裝訂：精裝

定價：810 元，優惠價：1 810

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90折

90.

Tocqueville ─ A Very Short Introduction

作者：Harvey C. Mansfield 出版社：Oxford Univ Pr PBKUOXFX 出版日：2010/07/13 裝訂：平裝

No one has ever described American democracy with more accurate insight or more profoundly than Alexis de Tocqueville. After meeting with Americans on extensive travels in the United States, and inten

定價：455 元，優惠價：9 410

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91.

The Real Cost of Freedom

作者：Harvey C. Mayhill 出版社：Lightning Source Inc 出版日：2023/10/19 裝訂：平裝

定價：770 元，優惠價：1 770

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El ABCs de las Finanzas: libro para colorear para niños

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92.

El ABCs de las Finanzas: libro para colorear para niños

作者：Michelle C. Harvey 出版社：INDEPENDENT CAT 出版日：2023/10/11 裝訂：平裝

定價：628 元，優惠價：1 628

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Machiavelli's New Modes and Orders: A Study of the Discourses on Livy

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93.

Machiavelli's New Modes and Orders: A Study of the Discourses on Livy

作者：Harvey C. Mansfield 出版社：Univ of Chicago Pr 出版日：2001/04/15 裝訂：平裝

Machiavelli's New Modes and Orders is the only full-length interpretive study on Machiavelli's controversial and ambiguous work, Discourses on Livy. These discourses, considered by some to be Machiave

定價：2200 元，優惠價：9 1980

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94.

Forecasting, Structural Time Series Models and the Kalman Filter

作者：Andrew C. Harvey 出版社：Cambridge Univ Pr 出版日：1990/02/22 裝訂：精裝

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily

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95.

Spanish Every Day

作者：William C. Harvey 出版社：Barrons Educational Series Inc 出版日：2011/04/01 裝訂：平裝

Teaches basic conversational Spanish by introducing words and concepts a child would use in their daily activities.

定價：525 元，優惠價：79 415

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90折

96.

Forecasting, Structural Time Series Models and the Kalman Filter

作者：Andrew C. Harvey 出版社：Cambridge Univ Pr 出版日：1991/02/28 裝訂：平裝

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily

定價：3379 元，優惠價：9 3041

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97.

Ingles Para Latinos, Level 1

作者：William C. Harvey 出版社：Barron's Educational Series Inc.;U.S. 出版日：2018/04/01 裝訂：平裝

定價：1099 元，優惠價：79 868

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The Critical History of Edgar Allan Poe's the Narrative of Arthur Gordon Pym ― A Dialogue With Unreason

90折

98.

The Critical History of Edgar Allan Poe's the Narrative of Arthur Gordon Pym ― A Dialogue With Unreason

作者：Ronald C. Harvey (EDT) 出版社：Routledge 出版日：2016/05/13 裝訂：平裝

First published in 1999. Routledge is an imprint of Taylor & Francis, an informa company.

定價：2698 元，優惠價：9 2428

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99.

Faster Than Light: The Life Cycle of Our Universe

作者：C. J. Harvey 出版社：Authorhouse UK 出版日：2020/11/17 裝訂：平裝

定價：2073 元，優惠價：1 2073

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90折

100.

Manliness

作者：Harvey C. Mansfield 出版社：Yale Univ Pr 出版日：2007/04/04 裝訂：平裝

This book invites—no, demands—a response from its readers. It is impossible not to be drawn in to the provocative (often contentious) discussion that Harvey Mansfield sets before us. This

定價：700 元，優惠價：9 630

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熱搜：

UsborneEnglish Readers Level 1

Sad Trombone

數學放大鏡

漫畫少年學墨菲定律

佛法是科學的終極典範

Dr.Seuss 蘇斯博士有聲套組

老公怎麼還不去死

新基本小六法

國土計畫法

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

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

Spanish for Health Care Professionals

Machiavelli's Effectual Truth: Creating the Modern World

The Silver Wolf: Volume 1

Vidokoni ― Folktales from Mzimba, Malawi

Scarabeus: The Story of an African Beetle

Pharaoh: The Urban Legend

Pharaoh: The Urban Legend

Tocqueville ─ A Very Short Introduction

The Real Cost of Freedom

El ABCs de las Finanzas: libro para colorear para niños

Machiavelli's New Modes and Orders: A Study of the Discourses on Livy

Forecasting, Structural Time Series Models and the Kalman Filter

Spanish Every Day

Forecasting, Structural Time Series Models and the Kalman Filter

Ingles Para Latinos, Level 1

The Critical History of Edgar Allan Poe's the Narrative of Arthur Gordon Pym ― A Dialogue With Unreason

Faster Than Light: The Life Cycle of Our Universe

Manliness