Andrew C Harvey: 6 books

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...

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...

“Anyone who believes that faeries are wee, golden-haired creatures with dragon-fly wings and sweet intentions has never met a real faerie.” –Suzanne J. Willis, “A Silver Thread Between Worlds” Retellings of familiar favourites from new perspectives, and brand new tales share the pages...

Intelligence and the National Security Strategist: Enduring Issues and Challenges presents students with a useful anthology of published articles from diverse sources as well as original contributions to the study of intelligence. The collection includes classic perspectives from the history of warfare,...

Recent cultural interest in evangelicalism has led to considerable confusion about what the term actually means. Many young Christians are tempted to discard the label altogether. But evangelicalism is not merely a political movement in decline or a sociological phenomenon on the rise, as it has sometimes...

With the end of the Cold War, the death of Communism, and the decline of Socialism, what are the primary issues, ideologies, and parties that now structure politics? Melzer, Zinman, and Weinberger have compiled essays from prominent experts to examine the politics of the past to help plot the political...