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type_genre:"Article in journal"
~person:"Harvey, Andrew C."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
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Theorie
28
Theory
28
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22
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7
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7
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Harvey, Andrew C.
Phillips, Peter C. B.
57
Franses, Philip Hans
54
Gil-Alaña, Luis A.
50
Gupta, Rangan
34
McAleer, Michael
32
Caporale, Guglielmo Maria
30
Taylor, Robert
30
Perron, Pierre
29
Leybourne, Stephen James
28
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26
Ghysels, Eric
24
Koop, Gary
24
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23
Granger, C. W. J.
23
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23
Herwartz, Helmut
23
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23
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22
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21
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21
Teräsvirta, Timo
21
Hyndman, Rob J.
19
Brooks, Chris
18
Hassler, Uwe
18
Petropoulos, Fotios
18
Saikkonen, Pentti
18
Swanson, Norman R.
18
Timmermann, Allan
18
Harvey, David I.
17
Hendry, David F.
17
Peña, Daniel
17
Ruiz, Esther
17
Bollerslev, Tim
16
Zakoïan, Jean-Michel
16
Assimakopoulos, V.
15
Bauwens, Luc
15
Chan, Joshua
15
Haldrup, Niels
15
Hall, Stephen G.
15
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
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2
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2
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2
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1
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1
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1
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1
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1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
On modelling the long run in applied economics
1
The econometrics journal
1
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ECONIS (ZBW)
24
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1
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
4
[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo
- In:
Journal of economic literature
51
(
2013
)
4
,
pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
Saved in:
5
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 106-131
Persistent link: https://www.econbiz.de/10009125155
Saved in:
6
General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.
;
Trimbur, Thomas M.
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 244-255
Persistent link: https://www.econbiz.de/10001762174
Saved in:
7
Testing against smooth stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
Saved in:
8
Testing in unobserved components models
Harvey, Andrew C.
- In:
Journal of forecasting
20
(
2001
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001556210
Saved in:
9
Tests of common stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
Saved in:
10
Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.
;
Koopman, Siem Jan
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
Saved in:
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