How Long to Read Dynamic Models for Volatility and Heavy Tails

How Long Does it Take to Read Dynamic Models for Volatility and Heavy Tails?

It takes the average reader 4 hours and 22 minutes to read Dynamic Models for Volatility and Heavy Tails by Andrew C. Harvey

Assuming a reading speed of 250 words per minute. Learn more

Description

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...

How long is Dynamic Models for Volatility and Heavy Tails?

Dynamic Models for Volatility and Heavy Tails by Andrew C. Harvey is 261 pages long, and a total of 65,511 words.

This makes it 88% the length of the average book. It also has 80% more words than the average book.

How Long Does it Take to Read Dynamic Models for Volatility and Heavy Tails Aloud?

The average oral reading speed is 183 words per minute. This means it takes 5 hours and 57 minutes to read Dynamic Models for Volatility and Heavy Tails aloud.

What Reading Level is Dynamic Models for Volatility and Heavy Tails?

Dynamic Models for Volatility and Heavy Tails is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Dynamic Models for Volatility and Heavy Tails?

Dynamic Models for Volatility and Heavy Tails by Andrew C. Harvey is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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