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person:"Kapetanios, George"
~isPartOf:"Cambridge working papers in economics"
~person:"Abberger, Klaus"
~person:"Harvey, Andrew C."
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Time series analysis"
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Time series analysis
14
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Kapetanios, George
Abberger, Klaus
Harvey, Andrew C.
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ECONIS (ZBW)
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1
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
2
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
Saved in:
3
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
4
The dynamic location/scale model : with applications to intra-day financial data
Andrès, Philippe
;
Harvey, Andrew C.
-
2012
Persistent link: https://www.econbiz.de/10009667180
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5
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
6
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
Saved in:
7
Beta-t-(E)GARCH
Harvey, Andrew C.
;
Chakravarty, Tirthankar
-
2008
Persistent link: https://www.econbiz.de/10003851030
Saved in:
8
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
-
2008
Persistent link: https://www.econbiz.de/10003851035
Saved in:
9
Quantiles, expectiles and splines
Rossi, Giuliano De
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003565797
Saved in:
10
Tests of time-invariance
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003565808
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