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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Swedish House of Finance research paper"
~language:"eng"
~language:"pol"
~language:"slv"
~language:"swe"
~person:"Harvey, Andrew C."
~person:"Vellekoop, Michel"
~subject:"Japan"
~subject:"Time series analysis"
~subject:"Volatilität"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Market information"
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ECONIS (ZBW)
18
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Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
2
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
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
Co-integration and control: assessing the impact of events using time series data
Harvey, Andrew C.
;
Thiele, Stephen
-
2017
Persistent link: https://www.econbiz.de/10012423749
Saved in:
5
Modeling the interactions between volatility and returns
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011312241
Saved in:
6
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
7
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
Saved in:
8
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
Saved in:
9
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
10
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
Saved in:
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