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~isPartOf:"Cambridge working papers in economics"
~subject:"Bayes-Statistik"
~subject:"Seasonal variations"
~subject:"Statistical distribution"
~subject:"Theorie"
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Search: "Harvey, Andrew"
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Bayes-Statistik
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Time series analysis
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dynamic conditional score model
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1950-1999
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Harvey, Andrew C.
17
Busetti, Fabio
3
Caivano, Michele
2
Andrès, Philippe
1
Carvalho, Vasco M.
1
Dijk, Herman K. van
1
Lange, Rutger-Jan
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Liao, Yin
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Luati, Alessandra
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Palumbo, Dario
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Sucarrat, Genaro
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Thiele, Stephen
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Cambridge working papers in economics
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Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
2
Dynamic Tobit models
Harvey, Andrew C.
;
Liao, Yin
-
2019
Persistent link: https://www.econbiz.de/10012692647
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
Volatility modeling with a generalized t-distribution
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011285967
Saved in:
5
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
6
Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772443
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
EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
;
Sucarrat, Genaro
-
2012
Persistent link: https://www.econbiz.de/10009579884
Saved in:
9
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:
10
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
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