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~language:"eng"
~person:"Harvey, David I."
~subject:"ARCH-Modell"
~subject:"Theory"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
Theory
Volatility
Zeitreihenanalyse
Time series analysis
33
Theorie
30
Einheitswurzeltest
29
Unit root test
29
Structural break
17
Strukturbruch
17
Estimation theory
14
Schätztheorie
14
Forecasting model
13
Prognoseverfahren
13
Statistical test
12
Statistischer Test
12
Estimation
11
Schätzung
11
Bubbles
9
Spekulationsblase
9
Börsenkurs
8
Share price
8
Explosive autoregression
6
Großbritannien
5
Regression analysis
5
Regressionsanalyse
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Autokorrelation
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United States
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3
Cointegration
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Commodity price
3
Economic forecast
3
Kapitaleinkommen
3
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3
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Article
51
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51
Arbeitspapier
13
Working Paper
13
Graue Literatur
11
Non-commercial literature
11
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English
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Harvey, David I.
Gupta, Rangan
279
Gil-Alaña, Luis A.
210
Phillips, Peter C. B.
178
Beladi, Hamid
164
McAleer, Michael
150
Creedy, John
145
Güth, Werner
144
Pestieau, Pierre
144
Lai, Ching-chong
141
Bahmani-Oskooee, Mohsen
129
Nijkamp, Peter
129
Caporale, Guglielmo Maria
127
Turnovsky, Stephen J.
126
Tiwari, Aviral Kumar
123
Marjit, Sugata
121
Serletis, Apostolos
121
Franses, Philip Hans
120
Lien, Da-hsiang Donald
119
Mukherjee, Arijit
118
Thisse, Jacques-François
117
Färe, Rolf
116
Tirole, Jean
116
Cremer, Helmuth
114
Acemoglu, Daron
112
Fabozzi, Frank J.
112
Long, Ngo Van
112
Lambertini, Luca
111
Laporte, Gilbert
110
Jarrow, Robert A.
109
Tsionas, Efthymios G.
109
Cheng, T. C. E.
106
Bouri, Elie
103
Devereux, Michael B.
102
Miceli, Thomas J.
101
Kumbhakar, Subal
98
Ma, Feng
98
Moosa, Imad A.
98
Broll, Udo
97
Gersbach, Hans
97
Quiggin, John C.
97
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Journal of econometrics
8
Oxford bulletin of economics and statistics
6
Economics letters
5
Econometric reviews
4
Econometric theory
4
Journal of empirical finance
4
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied economics
2
Journal of applied econometrics
2
Journal of forecasting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1
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ECONIS (ZBW)
51
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1
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
2
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
3
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
4
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
5
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
6
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
7
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
8
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
9
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
10
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
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